Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
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LIL FOR KERNEL ESTIMATOR OF ERROR DISTRIBUTION IN REGRESSION MODEL

  • Niu, Si-Li (DEPARTMENT OF APPLIED MATHEMATICS TONGJI UNIVERSITY)
  • Published : 2007.07.30
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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.

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References

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