Asymptotics for the distribution function estimators of the errors in semi-parametric regression models

作者：Qiu Yuyang^*; Fu Keang; Huang Wei

来源：Journal of Systems Science and Complexity, 2014, 27(2): 360-369.

DOI：10.1007/s11424-014-2255-1

• Empirical distribution function
• kernel distribution function
• law of the iterated logarithm
• semi-parametric regression model
• residuals

This paper considers the convergence rates for nonparametric estimators of the error distribution in semi-parametric regression models. By establishing some general laws of the iterated logarithm, it shows that the rates of convergence of either the empirical distribution or a smoothed version of the empirical distribution function matches exactly the rates obtained for an independent sample from the error distribution.

• 出版日期2014-4
• 单位浙江工商大学; 浙江大学