Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence

DOI10.1016/J.JKSS.2011.01.003zbMath1296.62082OpenAlexW2009620057MaRDI QIDQ743766

Zhi-Ming Luo, Tae Yoon Kim, Gyu Moon Song

Publication date: 30 September 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2011.01.003

zbMATH Keywords

central limit theorem\(U\)-statisticsquadratic errorNadaraya-Watson regression estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Central limit and other weak theorems (60F05)

Related Items (1)

Using the dependent wild bootstrap for the nonparametric goodness-of-fit test for density functions

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