Strongly consistent estimators of k-th order regression curves and rates of convergence
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Publication:4155696
DOI10.1007/BF00533087zbMATH Open0377.62038MaRDI QIDQ4155696FDOQ4155696
Authors: R. S. Singh, Derrick Shannon Tracy 
Publication date: 1977
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Cites Work
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- On Non-Parametric Estimates of Density Functions and Regression Curves
- On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
- Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
- Nonparametric estimation of mixed partial derivatives of a multivariate density
- On the Estimation of Functionals of the Probability Density and Its Derivatives
- On the solution of likelihood equations by iteration processes. The multiparametric case
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Cited In (5)
- Modified nonparametric kernel estimates of a regression function and their consistencies with rates
- A new methodology for studying the equity premium
- Entropy, divergence and distance measures with econometric applications
- Does risk aversion affect bank output loss? The case of the eurozone
- Nonparametric regression: An up–to–date bibliography
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