کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1149659 957891 2012 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Estimating the error distribution function in semiparametric additive regression models
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Estimating the error distribution function in semiparametric additive regression models
چکیده انگلیسی

We consider semiparametric additive regression models with a linear parametric part and a nonparametric part, both involving multivariate covariates. For the nonparametric part we assume two models. In the first, the regression function is unspecified and smooth; in the second, the regression function is additive with smooth components. Depending on the model, the regression curve is estimated by suitable least squares methods. The resulting residual-based empirical distribution function is shown to differ from the error-based empirical distribution function by an additive expression, up to a uniformly negligible remainder term. This result implies a functional central limit theorem for the residual-based empirical distribution function. It is used to test for normal errors.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 142, Issue 2, February 2012, Pages 552–566
نویسندگان
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