Integrated square error of nonparametric estimators of regression function: The fixed design case

DOI10.1016/0167-7152(92)90118-OzbMath0770.62031OpenAlexW2053311568MaRDI QIDQ1200739

Dimitrios Ioannides

Publication date: 16 January 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90118-o

zbMATH Keywords

central limit theoremmartingale methodsnonparametric regressionlaws of large numbersintegrated square errorfixed designsgeneral linear estimate

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items (5)

A goodness of fit test for the survival function under random right censoring ⋮ Central limit theorems for the integrated squared error of derivative estimators ⋮ Asymptotic Properties of the ISE in Nonparametric Regressions with Serially Correlated Errors ⋮ Nonparametric least squares estimation in derivative families ⋮ Testing for Trends in High-Dimensional Time Series

Cites Work

• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Integrated square error properties of kernel estimators of regression functions
• Weak and universal consistency of moving weighted averages
• Fixed design regression for time series: Asymptotic normality
• Nonparametric regression analysis of longitudinal data
• Splitting a Single State of a Stationary Process into Markovian States
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Integrated square error of nonparametric estimators of regression function: The fixed design case