On a Nonparametric Notion of Residual and its Applications

Rohit Kumar Patra, Bodhisattva Sen, Gabor Szekely

Let $(X,\mathbf{Z})$ be a continuous random vector in $\mathbb{R}\times {\mathbb{R}}^d$, $d\ge 1$. In this paper, we define the notion of a nonparametric residual of $X$ on $\math…