<abstract xmlns="http://www.w3.org/1999/xhtml"><p>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 &lt; γ &lt; 1.</p></abstract>

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.

Asymptotic normality of conditional distribution estimation in the single index model

Laboratory of Stochastic Models, Statistic and Applications

Djillali Liabes University of Sidi Bel Abbes

Acta Universitatis Sapientiae, Mathematica

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

This paper deals with the estimation of conditional distribution function based on the single-index model. The asymptotic normality of the conditional...

Asymptotic normality of conditional distribution estimation in the single index model

Published Online: Aug 05, 2017

Page range: 162 - 175

Received: May 20, 2016

DOI: https://doi.org/10.1515/ausm-2017-0010

Keywords
asymptotic normality, single functional index model, conditional distribution

© 2017 Diaa Eddine Hamdaoui et al., published by De Gruyter Open

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Asymptotic normality of conditional distribution estimation in the single index model

Published Online: Aug 05, 2017

Page range: 162 - 175

Received: May 20, 2016

DOI: https://doi.org/10.1515/ausm-2017-0010

Keywordsasymptotic normality, single functional index model, conditional distribution

© 2017 Diaa Eddine Hamdaoui et al., published by De Gruyter Open

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Keywords
asymptotic normality, single functional index model, conditional distribution