Asymptotic theory for estimation of error distribution in linear model (Q2367855): Difference between revisions
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Latest revision as of 07:52, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Asymptotic theory for estimation of error distribution in linear model |
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Asymptotic theory for estimation of error distribution in linear model (English)
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16 August 1993
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For linear i.i.d regression models a nonparametric estimator for the common unknown density of the error distribution based on the residuals is considered. Some properties of this estimator are established, as the pointwise and \(L_ 1\)-norm consistency, asymptotic normality, and the law of iterated logarithm.
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nonparametric regression
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pointwise consistency
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L1-norm consistency
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common unknown density of the error distribution
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residuals
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asymptotic normality
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law of iterated logarithm
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