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Smooth simultaneous confidence band for the error distribution function in nonparametric regression

  • Published:2021-03 Issue: Volume:155 Page:107106
  • ISSN:0167-9473
  • Container-title:Computational Statistics & Data Analysis
  • language:en
  • Short-container-title:Computational Statistics & Data Analysis

Author:

Gu Lijie,Wang Suojin,Yang Lijian

Funder

National Natural Science Foundation of China

2017 Jiangsu Overseas Visiting Scholar Program for University Prominent Young & Middle-aged Teachers and Presidents

Jiangsu Province Key-Discipline Program (Statistics), China

Simons Foundation, United States

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference31 articles.

1. Non-parametric estimation of the residual distribution;Akritas;Scand. J. Stat.,2001

2. Simultaneous confidence bands for mean and variance functions based on deterministic design;Cai;Statist. Sinica,2019

3. A smooth simultaneous confidence band for conditional variance function;Cai;TEST,2015

4. Simultaneous inference for the mean function based on dense functional data;Cao;J. Nonparametr. Stat.,2012

5. Consistency of error density and distribution function estimators in nonparametric regression;Cheng;Statist. Probab. Lett.,2002

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