Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates

DOI10.1016/j.spl.2008.11.024zbMath1158.62032OpenAlexW2085071395MaRDI QIDQ1012228

Anton Schick, Wolfgang Wefelmeyer, Ursula U. Müller

Publication date: 15 April 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.11.024

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

Related Items (18)

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Cites Work

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• Weighted empirical processes in dynamic nonlinear models.
• Weak convergence and empirical processes. With applications to statistics
• Probability Inequalities for Sums of Bounded Random Variables
• Estimating the error distribution function in semiparametric regression

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