
<WRAP centeralign>##Statistics Seminar##\\ Department of Mathematical Sciences</WRAP>

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^  **DATE:**|Thursday, August 30, 2018 |
^  **TIME:**|1:15pm -- 2:15pm |
^  **LOCATION:**|WH 100E |
^  **SPEAKER:**|Anton Schick, Binghamton  University |
^  **TITLE:**| Estimation of the error distribution function in a varying coefficient regression model  |
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<WRAP centeralign>**Abstract**</WRAP>
This talk discusses estimation of the error distribution function in a
varying coefficient regression model. Three estimators are introduced
and their asymptotic properties described by uniform stochastic expansions.
The first estimator is a residual-based empirical distribution
function utilizing an under-smoothed local quadratic smoother of the
coefficient function. The second estimator exploits the fact that the
error distribution has mean zero. It improves on the first estimator,
but is not yet efficient. An efficient estimator is obtained by adding a
stochastic correction term to the second estimator.

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