Müller, Ursula U.; Schick, Anton; Wefelmeyer, Wolfgang - In: Statistics & Decisions 25 (2007) 1, pp. 1-18
We prove a stochastic expansion for a residual-based estimator of the error distribution function in a partly linear regression model. It implies a functional central limit theorem. As special cases we cover nonparametric, nonlinear and linear regression models.