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Items for "i.i.d. representation"

Estimating the error distribution function in semiparametric regression

We prove a stochastic expansion for a residual-based estimator of the error distribution function in a partly linear regression model...

Keywords: local linear smoother, i.i.d. representation, Donsker class, efficiency

01/2007 | Statistics & Decisions, Oldenbourg Wissenschaftsverlag