Strong consistency of the internal estimator of nonparametric regression with dependent data

DOI10.1016/j.spl.2013.04.027zbMath1277.62117OpenAlexW2156357722MaRDI QIDQ383866

Yuan Xie, Jia Shen

Publication date: 6 December 2013

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

Full work available at URL: https://doi.org/10.1016/j.spl.2013.04.027

Mathematics Subject Classification ID

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

Related Items (13)

The asymptotic normality of internal estimator for nonparametric regression ⋮ Uniform convergence of estimator for nonparametric regression with dependent data ⋮ Strong consistency of wavelet estimators for errors-in-variables regression model ⋮ On sufficient conditions for the consistency of local linear kernel estimators ⋮ Relative error prediction: Strong uniform consistency for censoring time series model ⋮ Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation ⋮ Universal kernel-type estimation of random fields ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ Additive regression model for stationary and ergodic continuous time processes ⋮ Statistical tests in the partially linear additive regression models ⋮ Regression estimation under strong mixing data ⋮ Some uniform consistency results in the partially linear additive model components estimation ⋮ Averaged and integrated estimations of varying-coefficient regression models with dependent observations

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