Large Sample Properties of Estimation of the Error Distribution in Nonparametric Regression

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Large Sample Properties of Estimation of the Error Distribution in Nonparametric Regression

YANG Ying

Department of Probability and Statistics, Peking University, Beijing, 100871

Received:1996-06-13 Online:1997-05-20 Published:1997-05-20

非参数回归模型误差分布估计的大样本性质

杨瑛

北京大学概率统计系，北京，100871

Abstract

Abstract: We investigate the asymptotic normality and the rates of convergence for the estimators of error distribution function and its density function for the nonparametric regression model.

Key words: nonparametric regression, asymptotic normality, LIL, rates of convergence

摘要： 讨论了非参数回归模型中误差分布密度估计的渐近正态性和收敛速度等大样本性质。

关键词: 非参数估计, 渐近正态性, 重对数率, 收敛速度

CLC Number:

O212.7

YANG Ying. Large Sample Properties of Estimation of the Error Distribution in Nonparametric Regression[J]. Acta Scientiarum Naturalium Universitatis Pekinensis.

杨瑛 . 非参数回归模型误差分布估计的大样本性质[J]. 北京大学学报（自然科学版）.

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URL: https://xbna.pku.edu.cn/EN/

https://xbna.pku.edu.cn/EN/Y1997/V33/I3/298

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Large Sample Properties of Estimation of the Error Distribution in Nonparametric Regression

非参数回归模型误差分布估计的大样本性质

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