Regression function estimation from dependent observations (Q2638688): Difference between revisions
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English | Regression function estimation from dependent observations |
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Regression function estimation from dependent observations (English)
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1991
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The author deals with a kernel estimator of a regression function with dependent errors. Under the assumptions that the regression function is smooth, the design matrix is nonrandom and the random errors fulfil certain mixing conditions he constructs a spline estimator of a regression function and obtains the rate of convergence.
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B-splines
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nonparametric regression
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nonrandom design matrix
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kernel estimator
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regression function with dependent errors
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mixing conditions
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spline estimator
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rate of convergence
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