Asymptotic behaviors of some measures of accuracy in nonparametric curve estimation with dependent observations

DOI10.1006/jmva.1995.1025zbMath0877.62036OpenAlexW1966860952MaRDI QIDQ1893353

Dennis D. Cox, Tae Yoon Kim

Publication date: 3 July 1995

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1995.1025

zbMATH Keywords

kernel estimatesdependencequadratic errors

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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On convergence rates for quadratic errors in kernel hazard estimation ⋮ Recursive regression estimators with application to nonparametric prediction ⋮ Nonparametric regression for functional data: automatic smoothing parameter selection ⋮ A study on bandwidth selection in density estimation under dependence ⋮ BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES ⋮ Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework ⋮ Convergence rates for average square errors for kernel smoothing estimators ⋮ Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence ⋮ The central limit theorem for degenerate variableU-statistics under dependence ⋮ sequential estimation of the hgarginal density function for a strongly mixing process ⋮ Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples ⋮ Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting

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