Universally consistent conditional \(U\)-statistic for absolutely regular processes and its applications for hidden Markov models

DOI10.1007/BF02506491zbMath1078.62049MaRDI QIDQ2581129

Michel Harel, Madan Lal Puri

Publication date: 13 January 2006

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

absolute regularity

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62C10: Bayesian problems; characterization of Bayes procedures

60F15: Strong limit theorems

Cites Work

• Some mixing properties of time series models
• Distribution-free consistency results in nonparametric discrimination and regression function estimation
• Consistent window estimation in nonparametric regression
• Conditional \(U\)-statistics
• Consistent nonparametric regression. Discussion
• Universally consistent conditional \(U\)-statistics
• \(L^ p\)-convergence of conditional \(U\)-statistics
• Conditional \(U\)-statistics for dependent random variables
• Estimation of a multivariate density
• Probability Inequalities for the Sum of Independent Random Variables
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains