Simultaneous confidence bands for error distribution function in the spatial autoregressive model
Abstract
For spatial auto-regressive (SAR) models, we apply the kernel method for residuals to develop the error distribution function estimation. By the asymmetric distribution, we can construct the simultaneous confidence bands (SCBs) for the error distribution function in the SAR models. Furthermore, simulation studies are carried out to compare the proposed method with the smooth residual bootstrap method. As an illustration, we also apply the proposed SCB to the Boston Housing data for testing the error distribution.
Fields of Study & Subjects
Spatial and Panel Data Analysis
Statistical Methods and Bayesian Inference
Statistical Methods and Inference
Publication details
- Journal / source
- Communications in Statistics - Simulation and Computation
- Publisher
- Informa UK Limited
- Pages
- 1–13
- Publication date
- 2 January 2026
- Language
- EN