Normal approximation in regression

DOI10.1016/0047-259X(91)90007-OMaRDI QIDQ1182748zbMATH OpenFDO

Authors Alan H. Welsh, Peter Hall

Publication date 28 June 1992

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

nonparametric regressionnormal approximationrate of convergencefunction estimationalgebraic moment condition on the errorsgeneral multivariate explanatory variablesNadaraya-Watson kernel estimatoruniform strong approximation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Strong limit theorems (60F15)

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• An approximation of partial sums of independent RV'-s, and the sample DF. I
• An approximation of partial sums of independent RV's, and the sample DF. II
• Joint Asymptotic Distribution of the Estimated Regression Function at a Finite Number of Distinct Points
• On a Gaussian process related to multivariate probability density estimation
• Probability Inequalities for Sums of Bounded Random Variables
• The approximation of partial sums of independent RV's

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(3)

• Normal probability plots with confidence for the residuals in linear regression
• Overshoot in the Case of Normal Variables
• Equivariant estimation functions and normal distribution assumption for the model of linear regression

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