Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/2654
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dc.contributor.authorAkritas, Michael Georgiou-
dc.contributor.authorVAN KEILEGOM, Ingrid-
dc.date.accessioned2007-11-15T15:26:35Z-
dc.date.available2007-11-15T15:26:35Z-
dc.date.issued2001-
dc.identifier.citationSCANDINAVIAN JOURNAL OF STATISTICS, 28(3). p. 549-567-
dc.identifier.issn0303-6898-
dc.identifier.urihttp://hdl.handle.net/1942/2654-
dc.description.abstractConsider a heteroscedastic regression model Y = m(X) + sigma (X)epsilon, where the functions m and sigma are "smooth", and epsilon is independent of X. An estimator of the distribution of epsilon based on non-parametric regression residuals is proposed and its weak convergence is obtained. Applications to prediction intervals and goodness-of-fit tests are discussed.-
dc.language.isoen-
dc.publisherBLACKWELL PUBL LTD-
dc.subject.otherasymptotic representation; goodness-of-fit; non-parametric regression residuals; prediction intervals; residual distribution; weak convergence-
dc.titleNon-parametric estimation of the residual distribution-
dc.typeJournal Contribution-
dc.identifier.epage567-
dc.identifier.issue3-
dc.identifier.spage549-
dc.identifier.volume28-
local.format.pages19-
local.bibliographicCitation.jcatA1-
dc.description.notesLimburgs Univ Ctr, Diepenbeek, Belgium. Penn State Univ, University Pk, PA 16802 USA.Van Keilegom, I, Univ Catholique Louvain, Inst Stat, Voie du Roman Pays 20, B-1348 Louvain, Belgium.-
local.type.refereedRefereed-
local.type.specifiedArticle-
dc.bibliographicCitation.oldjcatA1-
dc.identifier.doi10.1111/1467-9469.00254-
dc.identifier.isi000170679000010-
item.accessRightsClosed Access-
item.contributorAkritas, Michael Georgiou-
item.contributorVAN KEILEGOM, Ingrid-
item.validationecoom 2002-
item.fullcitationAkritas, Michael Georgiou & VAN KEILEGOM, Ingrid (2001) Non-parametric estimation of the residual distribution. In: SCANDINAVIAN JOURNAL OF STATISTICS, 28(3). p. 549-567.-
item.fulltextNo Fulltext-
crisitem.journal.issn0303-6898-
crisitem.journal.eissn1467-9469-
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