Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors

DOI10.1016/j.jkss.2018.07.002zbMath1406.62043OpenAlexW2887845086WikidataQ129430844 ScholiaQ129430844MaRDI QIDQ1622133

Yu Miao, Qinghui Gao, Xiaoyan Xu, Shui-Li Zhang

Publication date: 12 November 2018

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2018.07.002

zbMATH Keywords

consistencyestimatorregression modelmartingale difference

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (2)

Universal kernel-type estimation of random fields ⋮ Regression analysis of stochastic fatigue crack growth model in a martingale difference framework

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