Asymptotic normality of the recursive kernel regression estimate under dependence conditions (Q1192960): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:28, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality of the recursive kernel regression estimate under dependence conditions |
scientific article |
Statements
Asymptotic normality of the recursive kernel regression estimate under dependence conditions (English)
0 references
27 September 1992
0 references
Let \(\{(X_i,Y_i)\}_{i\geq 1}\) be a strictly stationary and \(\alpha\)-mixing stochastic process, where \(X_i\) and \(Y_i\) are \(d\)- and one-dimensional random variables, resp. The authors study the limit behavior of certain recursive kernel estimators of the conditional expectation \(m(x) = E(Y_1| X_1=x), x\in R^d\).
0 references
