ASYMPTOTICS FOR THE DISTRIBUTION FUNCTION ESTIMATORS OF THE ERRORS IN SEMI-PARAMETRIC REGRESSION MODELS  

作　　者：QIU Yuyang FU Keang HUANG Wei 

机构地区：[1]School of Statistics and Mathematics, Zhejiang Gongshang University [2]Department of Mathematics, Zhejiang University

出　　处：《Journal of Systems Science & Complexity》2014年第2期360-369,共10页系统科学与复杂性学报（英文版）

基　　金：supported by the National Science Foundation of China under Grant Nos.11201422,11301481,and 11371321;Zhejiang Provincial Natural Science Foundation of China under Grant Nos.Y6110639,Y6110110,LQ12A01018,and LQ12A01017;the National Statistical Science Research Project of China under Grant No.2012LY174;Foundation for Young Talents of ZJGSU under Grant No.1020XJ1314019;Zhejiang Provincial Key Research Base for Humanities and Social Science Research(Statistics)

摘　　要：This paper considers the convergence rates for nonparametric estimators of the error distribution in semi-parametric regression models. By establishing some general laws of the iterated logarithm, it shows that the rates of convergence of either the empirical distribution or a smoothed version of the empirical distribution function matches exactly the rates obtained for an independent sample from the error distribution.

关 键 词：Empirical distribution function kernel distribution function law of the iterated loga-rithm semi-parametric regression model residuals. 

分 类 号：O212.1[理学—概率论与数理统计] TP271.61[理学—数学]