Asymptotic normality of conditional distribution estimation in the single index model

Asymptotic normality of conditional distribution estimation in the single index model

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 functi...

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Veröffentlicht in:Acta universitatis sapientiae. Mathematica 2017-08, Vol.9 (1), p.162-175
Hauptverfasser: Hamdaoui, Diaa Eddine, Bouchentouf, Amina Angelika, Rabhi, Abbes, Guendouzi, Toufik
Format: Artikel
Sprache:eng
Schlagworte:
62G07
62G20
62G5
asymptotic normality
conditional distribution
single functional index model
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Beschreibung
Zusammenfassung: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.
ISSN:2066-7752
2066-7752
DOI:10.1515/ausm-2017-0010