Integrated square error properties of kernel estimators of regression functions

DOI10.1214/aos/1176346404zbMath0544.62036OpenAlexW2048395920MaRDI QIDQ796922

Hall, Peter

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346404

zbMATH Keywords

asymptotic normalitymartingale methodscentral limit theoremsintegrated square errorkernel estimators of regression functionsWeak laws of large numbers

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)

Related Items (17)

Asymptotic distributions of integrated square errors of nonparametric estimators based on indirect observations under dose-effect dependence ⋮ Nonparametric estimation of the quantiles for a probability of threshold crossing with dependent data ⋮ Partial identification and inference in censored quantile regression ⋮ Central limit theorems for quadratic errors of nonparametric estimators ⋮ Empirical dynamics for longitudinal data ⋮ Nonparametric testing for the specification of spatial trend functions ⋮ Kernel-based nonlinear canonical analysis and time reversibility ⋮ Testing strict monotonicity in nonparametric regression ⋮ Testing conditional independence via empirical likelihood ⋮ Convergence rates for average square errors for kernel smoothing estimators ⋮ Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence ⋮ Central limit theorems for the integrated squared error of derivative estimators ⋮ Testing additivity in nonparametric regression under random censorship ⋮ Integrated square error of nonparametric estimators of regression function: The fixed design case ⋮ On Asymptotic Minimaxity of Kernel-based Tests ⋮ Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence ⋮ Testing for Trends in High-Dimensional Time Series

This page was built for publication: Integrated square error properties of kernel estimators of regression functions