A bootstrap version of the residual-based smooth empirical distribution function

Link:
Autor/in:
Erscheinungsjahr:
2008
Medientyp:
Text
Schlagworte:
  • Error distribution
  • Kernel estimator
  • Non-parametric regression
  • Resampling
Beschreibung:
  • In this paper, we consider estimating the error distribution in a non-parametric regression model by a smooth version of the empirical distribution function of residuals. We show that a classical residual bootstrap version of the resulting residual-based empirical process joins the same limiting distribution. From this result, consistency of various goodness-of-fit tests in non-parametric regression models is obtained.
Lizenz:
  • info:eu-repo/semantics/closedAccess
Quellsystem:
Forschungsinformationssystem der UHH

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oai:www.edit.fis.uni-hamburg.de:publications/3c643a5e-e6df-4b99-b764-07103af008d8