Study of Risks of Kernel Estimators

DOI10.1137/1135067zbMath0733.62044OpenAlexW2008597850MaRDI QIDQ3359586

Abdelkader Mokkadem

Publication date: 1990

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1135067

zbMATH Keywords

conditional densitydensity estimationkernel estimatornonparametric regressiondependent errorslimit behaviour of the risk functionstrictly stationary mixing sequence

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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