Uniform consistency of marked and weighted empirical distributions of residuals
A uniform weak consistency theory is presented for the marked and weighted em­pirical distribution function of residuals. New and weaker sufficient conditions for uniform consistency are derived. The theory allows for a wide variety of regressors and error distributions. We apply the theory...
| Main Authors: | , , |
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| Format: | Working paper |
| Published: |
University of Oxford
2019
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