Integrated square error properties of kernel estimators of regression functions

DOI10.1214/AOS/1176346404MaRDI QIDQ796922zbMATH OpenOpenAlexFDO

Authors Peter Hall

Publication date 1984

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176346404

zbMATH Keywords

asymptotic normalitycentral limit theoremsmartingale methodsintegrated square errorkernel estimators of regression functionsWeak laws of large numbers

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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• Partial identification and inference in censored quantile regression
• Nonparametric testing for the specification of spatial trend functions
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• Testing additivity in nonparametric regression under random censorship
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