Evaluation for moments of a ratio with application to regression estimation

DOI10.3150/09-BEJ190zbMath1200.62035arXiv0805.0228OpenAlexW3101771087MaRDI QIDQ605896

Gabriel Lang, Paul Doukhan

Publication date: 15 November 2010

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0805.0228

zbMATH Keywords

regression estimationweighted sumsdivisionratio

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09)

Related Items

Uniform consistency of \(k\mathrm{NN}\) regressors for functional variables, Asymptotic approximations of random ratio model based on AANA sequences, On asymptotic approximation of ratio models for weakly dependent sequences, Spectral estimation in the presence of missing data, Importance sampling: intrinsic dimension and computational cost, Explicit formula for asymptotic higher moments of the Nadaraya-Watson estimator, Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems, Multivariate generalized linear-statistics of short range dependent data

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