Nonparametric regression estimation for random fields in a fixed-design

DOI10.1007/S11203-005-7332-6MaRDI QIDQ882908zbMATH OpenOpenAlexFDO

Authors Mohamed El Machkouri

Publication date 24 May 2007

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0502091

zbMATH Keywords

strong consistencymixingexponential inequalitieskernel estimatorsOrlicz spacesmartingale difference random fieldsfixed-design

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Random fields; image analysis (62M40)

Abstract: We investigate the nonparametric estimation for regression in a fixed-design setting when the errors are given by a field of dependent random variables. Sufficient conditions for kernel estimators to converge uniformly are obtained. These estimators can attain the optimal rates of uniform convergence and the results apply to a large class of random fields which contains martingale-difference random fields and mixing random fields.

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Cited in

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