The approximate distribution of nonparametric regression estimates

DOI10.1016/0167-7152(94)00113-MzbMath0819.62035OpenAlexW2085918246MaRDI QIDQ1892980

Peter M. Robinson

Publication date: 3 July 1995

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00113-m

zbMATH Keywords

joint distributionnonparametric regressionkernel choiceoptimal bandwidthhigher-order kernelstochastic regressorsbandwidth rateconditionally normal errorshigher-order approximate distributionimproved normal approximation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20)

Related Items

Edgeworth expansions for semiparametric Whittle estimation of long memory.

Cites Work

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• Robust regression function estimation
• Adaptive nonparametric estimation of a multivariate regression function
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• Nonparametric Estimation of the Transition Distribution Function of a Markov Process
• Joint Asymptotic Distribution of the Estimated Regression Function at a Finite Number of Distinct Points