On Asymptotic Normality of the Local Polynomial Regression Estimator with Stochastic Bandwidths

DOI10.1080/03610926.2010.535632zbMath1319.62089arXiv1409.0055OpenAlexW2963952039MaRDI QIDQ2884904

Carlos Martins-Filho, Paulo Saraiva

Publication date: 18 May 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.0055

zbMATH Keywords

asymptotic normalitylocal polynomial estimationmixing processesstochastic bandwidth

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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• Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence
• Asymptotic Properties of Non-Linear Least Squares Estimators
• On Estimation of a Probability Density Function and Mode

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