Template-Type: ReDIF-Paper 1.0
Title: Nonlinear wavelet smoothing of error distribution in a semi-parametric model
Author-Name: Z. Li
Author-Name: G. Chai
Author-Name: K.Xu

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Classification-JEL: C14, D31
Keywords: wavelet, semiparametric model, nonlinear wavelet estimator, income distribution
Abstract: Consider a semiparametric model yi = xi' beta + g(ti )+ei; i = 1;2..., n, 
 error ei are i.i.d. random variables from unknown distribution f(e). In this paper, 
 we propose a nonlinear wavelet estimator ^f(e) of f(e) based on residuals ê =yi - ^yi here 
 restriction of uniformly continuous on f(e) might beavoided. Following the way used in Hall 
 et al (1995), we provide an asymptotic formula for the mean integrated squared error of ^ f(e), 
 some numerical examples will be given in the end of the paper. 
Series: Sonderforschungsbereich 303, University of Bonn, Germany

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Creation-Date: 1997-12
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Handle: RePEc:bon:bonsfa:567