Asymptotic theory for estimation of error distribution in linear model (Q2367855): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:04, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic theory for estimation of error distribution in linear model |
scientific article |
Statements
Asymptotic theory for estimation of error distribution in linear model (English)
0 references
16 August 1993
0 references
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.
0 references
nonparametric regression
0 references
pointwise consistency
0 references
L1-norm consistency
0 references
common unknown density of the error distribution
0 references
residuals
0 references
asymptotic normality
0 references
law of iterated logarithm
0 references
