Nonparametric estimation of a regression function with dependent observations

DOI10.1016/0304-4149(94)90153-8zbMath0788.62038OpenAlexW1966499352MaRDI QIDQ1318337

V. Pereyra

Publication date: 27 March 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90153-8

zbMATH Keywords

independent observationscentral limit theorembandwidth selectionstrong uniform convergence rateMallows' criterionconvergence rate of asymptotic normalitylong range dependent observationsmodified Mallows' criterionperformance of nonparametric kernel regressionshort range dependent observations

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Nonparametric tolerance and confidence regions (62G15)

Related Items

On the cusum of squares test for variance change in nonstationary and nonparametric time series models, Bandwidth selection in nonparametric regression with general errors, The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model with α-mixing errors, Binned modified cross–validation with dependent errors, Insensitivity of Nadaraya–Watson estimators to design correlation, On sufficient conditions for the consistency of local linear kernel estimators, Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation, Some automated methods of smoothing time-dependent data, Universal weighted kernel-type estimators for some class of regression models, Nonparametric methods of inference for finite-state, inhomogeneous Markov processes, Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nonparametric regression with long-range dependence
• Bandwidth choice for nonparametric regression
• Nonparametric curve estimation with time series errors
• On the asymptotic distributions of bandwidth estimates
• Asymptotic properties of nonparametric curve estimates
• Time series: theory and methods
• Bandwidth selection for kernel estimate with correlated noise
• Comparison of two bandwidth selectors with dependent errors
• Nonparametric regression analysis of longitudinal data
• Smoothing techniques. With implementation in S
• Kernel Regression Estimation Using Repeated Measurements Data
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Two central limit problems for dependent random variables
• Nonparametric Estimation of a Regression Function: Limiting Distribution2
• Asymptotic properties of the periodogram of a discrete stationary process
• Nonparametric estimation of a regression function