Asymptotic Normality of Nearest Neighbor Regression Function Estimates Based on Nonstationary Dependent Observations

DOI10.1080/01966324.1995.10737400zbMath0855.62034OpenAlexW1971940229MaRDI QIDQ4715610

Michel Harel, Madan Lal Puri

Publication date: 18 November 1996

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2022/22263

zbMATH Keywords

convergenceasymptotic normalityconvergence in lawcentral limit theoremstrong mixingabsolute regularityphi-mixingregression function estimatorsnearest neighbor regressionnonstationary dependent observations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05)

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Cites Work

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• Asymptotic normality of nearest neighbor regression function estimates
• Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
• Convergence of empirical processes of mixing rv's on \([0,1\)]
• Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes
• Mixing Conditions for Markov Chains
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• On the L 1 convergence of kernel estimators of regression functions with applications in discrimination
• Moment bounds for stationary mixing sequences

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