Estimation of regression functions in nonparametric regression models based on exponential martingale differences

MaRDI QIDQ5452819zbMATH OpenFDO

Authors Xiaohong Yin, Yu Miao, Qing Long Yang

Publication date 4 April 2008

zbMATH Keywords

kernel estimatesstrong consistency

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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• scientific article; zbMATH DE number 1500163

Cited in

(6)

• Strong consistency of regression function estimator with martingale difference errors
• The consistency for the estimator of nonparametric regression model based on martingale difference errors
• Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation
• Complete convergence of weighted sums of martingale differences and statistical applications
• Nonparametric regression with martingale increment errors
• Limit behaviors of regression function estimator with martingale difference errors

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