Study of Risks of Kernel Estimators
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Publication:3359586
DOI10.1137/1135067zbMath0733.62044MaRDI QIDQ3359586
Publication date: 1990
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1135067
conditional density; density estimation; kernel estimator; nonparametric regression; dependent errors; limit behaviour of the risk function; strictly stationary mixing sequence
62G07: Density estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09: Non-Markovian processes: estimation
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