The approximate distribution of nonparametric regression estimates
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Publication:1892980
DOI10.1016/0167-7152(94)00113-MzbMath0819.62035MaRDI QIDQ1892980
Publication date: 3 July 1995
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
joint distribution; nonparametric regression; kernel choice; optimal bandwidth; higher-order kernel; stochastic regressors; bandwidth rate; conditionally normal errors; higher-order approximate distribution; improved normal approximation
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Cites Work
- Robust regression function estimation
- Adaptive nonparametric estimation of a multivariate regression function
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- Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
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