Asymptotic normality of a weighted integrated squared error of kernel regression estimates with data-dependent bandwidth

DOI10.1016/0378-3758(92)90158-OzbMath0782.62044OpenAlexW2078762901MaRDI QIDQ1193997

Hannelore Liero

Publication date: 27 September 1992

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(92)90158-o

zbMATH Keywords

asymptotic normalityBrownian bridgelimit theoremempirical processadaptive estimationkernel estimatornonparametric regressionstrong approximationsdata-driven bandwidthweighted integrated squared errornormalized integrated squared error

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15)

Related Items

Central limit theorems for the integrated squared error of derivative estimators ⋮ On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth ⋮ Testing homoscedasticity in nonparametric regression

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Strong uniform consistency of nonparametric regression function estimates
• A remark on the approximation of the sample DF in the multidimensional case
• On some global measures of the deviations of density function estimates
• Weak and strong uniform consistency of kernel regression estimates
• On a Global Measure of Deviation for an Estimate of the Regression Line
• Remarks on a Multivariate Transformation