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http://dx.doi.org/10.4134/JKMS.2007.44.4.835

LIL FOR KERNEL ESTIMATOR OF ERROR DISTRIBUTION IN REGRESSION MODEL  

Niu, Si-Li (DEPARTMENT OF APPLIED MATHEMATICS TONGJI UNIVERSITY)
Publication Information
Journal of the Korean Mathematical Society / v.44, no.4, 2007 , pp. 835-844 More about this Journal
Abstract
This paper considers the problem of estimating the error distribution function in nonparametric regression models. Sufficient conditions are given under which the kernel estimator of the error distribution function based on nonparametric residuals satisfies the law of iterated logarithm.
Keywords
law of iterated logarithm; kernel estimation; nonparametric residuals; empirical process;
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