Asymptotic normality of a weighted integrated squared error of kernel regression estimates with data-dependent bandwidth (Q1193997)
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English | Asymptotic normality of a weighted integrated squared error of kernel regression estimates with data-dependent bandwidth |
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Asymptotic normality of a weighted integrated squared error of kernel regression estimates with data-dependent bandwidth (English)
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27 September 1992
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asymptotic normality
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weighted integrated squared error
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adaptive estimation
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empirical process
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limit theorem
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nonparametric regression
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strong approximations
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Brownian bridge
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normalized integrated squared error
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kernel estimator
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data-driven bandwidth
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