A bootstrap version of the residual-based smooth empirical distribution function
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Central limit and other weak theorems (60F05) Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)
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Cites work
- A consistent test for conditional symmetry in time series models
- Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters
- Bandwidth choice for nonparametric regression
- Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
- Comparison of error distributions in nonparametric regression
- Consistency of error density and distribution function estimators in nonparametric regression.
- Empirical and rank processes of observations and residuals
- Empirical process of residuals for high-dimensional linear models
- Estimating functionals of the error distribution in parametric and nonparametric regression
- Estimating linear functionals of the error distribution in nonparametric regression
- Estimating the error distribution function in semiparametric regression
- Goodness of fit problem and scanning innovation martingales
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 837911 (Why is no real title available?)
- Martingale Approach in the Theory of Goodness-of-Fit Tests
- Martingale transforms goodness-of-fit tests in regression models.
- Non-parametric estimation of the residual distribution
- Nonparametric comparison of regression curves: An empirical process approach
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- On a Kolmogorov-Smirnov type aligned test in linear regression
- On Non-Parametric Estimates of Density Functions and Regression Curves
- Optimizing the smoothed bootstrap
- Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
- Significance testing in nonparametric regression based on the bootstrap.
- Some Convergence Theorems for Ranks and Weighted Empirical Cumulatives
- Some New Estimates for Distribution Functions
- Strong uniform consistency of integrals of density estimators
- Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
- The empirical distribution function of residuals from generalised regression
- Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression
- Weak convergence and empirical processes. With applications to statistics
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Cited in
(13)- Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates
- Testing independence in nonparametric regression
- On bootstrapping M-estimated residual processes in multiple linear regression models
- Non-parametric estimation of the residual distribution
- Estimating the conditional error distribution in non-parametric regression
- BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS
- scientific article; zbMATH DE number 5697128 (Why is no real title available?)
- Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals
- scientific article; zbMATH DE number 739168 (Why is no real title available?)
- Bootstrap of residual processes in regression: to smooth or not to smooth?
- A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS
- A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test
- Empirical likelihood estimators for the error distribution in nonparametric regression models
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