Asymptotic normality of nearest neighbor regression function estimates based on nonstationary dependent observations

Asymptotic normality of nearest neighbor regression function estimates based on nonstationary dependent observations

0.00 Avg rating0 Votes
Article ID: iaor1997780
Country: United States
Volume: 15
Issue: 3/4
Start Page Number: 255
End Page Number: 290
Publication Date: Jul 1995
Journal: American Journal of Mathematical and Management Sciences
Authors: ,
Abstract:

In this paper the convergence of the regression function estimators and the central limit theorem for these estimators are proved for the case when the underlying sequence of random variables is dependent and nonstationary.

Reviews

Required fields are marked *. Your email address will not be published.