Recursive kernel regression estimation under α – mixing data

DOI10.1080/03610926.2021.1897842OpenAlexW3137564281MaRDI QIDQ5057323

Yousri Slaoui

Publication date: 16 December 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2021.1897842

zbMATH Keywords

asymptotic normalitybandwidth selectionregression estimationstochastic approximation algorithmrecursive kernel estimatorsmixing data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Numerical smoothing, curve fitting (65D10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Stochastic approximation (62L20)

Uses Software

• KernSmooth

Cites Work

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