Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation

DOI10.1137/S0040585X97T991362OpenAlexW4385480526MaRDI QIDQ6112445

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Publication date: 7 August 2023

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t991362

zbMATH Keywords

fixed designnonparametric regressionrandom designuniform consistencyNadaraya-Watson estimatorsstrongly dependent design elements

Mathematics Subject Classification ID

Statistics (62-XX) Systems theory; control (93-XX)

Related Items (3)

On sufficient conditions for the consistency of local linear kernel estimators ⋮ Universal nonparametric kernel-type estimators for the mean and covariance functions of a stochastic process ⋮ Mean function estimation for a noisy random process under a sparse data condition

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