Evaluation for moments of a ratio with application to regression estimation

DOI10.3150/09-BEJ190zbMath1200.62035arXiv0805.0228OpenAlexW3101771087MaRDI QIDQ605896

Gabriel Lang, Paul Doukhan

Publication date: 15 November 2010

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0805.0228

zbMATH Keywords

regression estimationweighted sumsdivisionratio

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09)

Related Items (8)

Uniform consistency of \(k\mathrm{NN}\) regressors for functional variables ⋮ Asymptotic approximations of random ratio model based on AANA sequences ⋮ On asymptotic approximation of ratio models for weakly dependent sequences ⋮ Spectral estimation in the presence of missing data ⋮ Importance sampling: intrinsic dimension and computational cost ⋮ Explicit formula for asymptotic higher moments of the Nadaraya-Watson estimator ⋮ Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems ⋮ Multivariate generalized linear-statistics of short range dependent data

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