The impact of such dependence on the empirical cumulative distribution function (c.d.f.) is studied. An asymptotic framework and weak conditions on the informative selection mechanism are developed ...

The Annals of Statistics, Vol. 42, No. 2 (April 2014), pp. 654-668 (15 pages) We propose kernel estimator for the distribution function of unobserved errors in autoregressive time series, based on ...