Showing papers by "Wolfgang Wefelmeyer published in 2018"
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TL;DR: In this paper, an efficient estimator for the error distribution function of the nonparametric regression model Y = r(Z + e) + e is presented, which is a kernel smoothed empirical distribution function based on residuals from an under-smoothed local quadratic smoother.
Abstract: We construct an efficient estimator for the error distribution function of the nonparametric regression model Y = r(Z) + e. Our estimator is a kernel smoothed empirical distribution function based on residuals from an under-smoothed local quadratic smoother for the regression function.
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