Universally consistent conditional \(U\)-statistic for absolutely regular processes and its applications for hidden Markov models
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Publication:2581129
DOI10.1007/BF02506491zbMath1078.62049MaRDI QIDQ2581129
Publication date: 13 January 2006
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62C10: Bayesian problems; characterization of Bayes procedures
60F15: Strong limit theorems
Cites Work
- Some mixing properties of time series models
- Distribution-free consistency results in nonparametric discrimination and regression function estimation
- Consistent window estimation in nonparametric regression
- Conditional \(U\)-statistics
- Consistent nonparametric regression. Discussion
- Universally consistent conditional \(U\)-statistics
- \(L^ p\)-convergence of conditional \(U\)-statistics
- Conditional \(U\)-statistics for dependent random variables
- Estimation of a multivariate density
- Probability Inequalities for the Sum of Independent Random Variables
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- Statistical Inference for Probabilistic Functions of Finite State Markov Chains