|
|||||
|
|
The exact density of nonparametric regression estimators: fixed design case |
|
| Authors: | Aman Ullah |
| Affiliation: | University of California Riverside , Riverside, CA, 92521 |
| Abstract: | This paper studies the exact density of a general nonparametric regression estimator when the errors are non-normal. The fixed design case is considered. The density function is derived by an application of the technique of Davis (1976) |
| Keywords: | nonparametric estimator kernel estimate regression function Edgeworth density |