Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes

DOI10.1016/0047-259X(92)90036-FzbMath0769.62028MaRDI QIDQ1206452

Elias Masry, Jianqing Fan

Publication date: 1 April 1993

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

zbMATH Keywords

asymptotic normalityNadaraya-Watson estimatorstrong mixingcovariateserrors-in-variablesdependent datamultivariate regressionresponsesmixing conditionsmixing processeserrors-in-variables regressionrho mixingdeconvolution kernelstrictly stationary sequence of random vectors

Mathematics Subject Classification ID

Density estimation (62G07)

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