Zhang, Jun; Feng, Zhenghui; Xu, Peirong - In: TEST: An Official Journal of the Spanish Society of … 24 (2015) 1, pp. 61-83
<Para ID="Par1">In this paper, we present a method for estimating the conditional distribution function of the model …-based kernel estimator to estimate the unknown conditional distribution function. Asymptotic distributions of the proposed … distribution function of model error is modeled as a single-index model. To estimate the single-index parameter, we propose a semi …