Asymptotic normality of conditional distribution estimation in the single index model

Autor: Hamdaoui Diaa Eddine, Bouchentouf Amina Angelika, Rabhi Abbes, Guendouzi Toufik
Jazyk: angličtina
Rok vydání: 2017
Předmět:
Zdroj: Acta Universitatis Sapientiae: Mathematica, Vol 9, Iss 1, Pp 162-175 (2017)
Druh dokumentu: article
ISSN: 2066-7752
DOI: 10.1515/ausm-2017-0010
Popis: This paper deals with the estimation of conditional distribution function based on the single-index model. The asymptotic normality of the conditional distribution estimator is established. Moreover, as an application, the asymptotic (1 − γ) confidence interval of the conditional distribution function is given for 0 < γ < 1.
Databáze: Directory of Open Access Journals