Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis

DOI10.1080/10485259608832682zbMath0879.62034OpenAlexW2014497688MaRDI QIDQ4345905

No author found.

Publication date: 11 January 1998

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259608832682

zbMATH Keywords

kernel methodnonparametric regressionergodic processesstrong uniform consistencypartial derivatives

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (16)

Note on conditional quantiles for functional ergodic data ⋮ Recursive kernel estimate of the conditional quantile for functional ergodic data ⋮ Unnamed Item ⋮ Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications ⋮ Estimating functions and derivatives via adaptive penalized splines ⋮ Simulated Greeks for American options ⋮ A robust nonparametric estimation of the autoregression function under an ergodic hypothesis ⋮ Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors ⋮ Limits to classification and regression estimation from ergodic processes ⋮ Unnamed Item ⋮ Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions ⋮ Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes ⋮ An integral estimator of residual variance and a measure of explanatory power of covariates in nonparametric regression ⋮ Robust kernel estimators for additive models with dependent observations ⋮ LOCAL LINEAR MODELLING OF THE CONDITIONAL DISTRIBUTION FUNCTION FOR FUNCTIONAL ERGODIC DATA ⋮ On sequential nearest neighbour regression estimation

Cites Work

• Nonparametric regression estimation under mixing conditions
• Nonparametric density and regression estimation for Markov sequences without mixing assumptions
• On smoothed probability density estimation for stationary processes
• Optimal bandwidth selection in nonparametric regression function estimation
• Nonparametric prediction of a Hilbert space valued random variable
• Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
• Strong consistent density estimate from ergodic sample
• Nonparametric curve estimation from time series
• Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
• On necessary and sufficient conditions for uniform strong consistency of estimators of a density and its derivatives
• Improvements on strong uniform consistency of some known kernel estimates of a density and its derivatives
• A note on prediction via estimation of the conditional mode function
• Robust nonparametric regression estimation for dependent observations
• Optimal global rates of convergence for nonparametric regression
• Weighted sums of certain dependent random variables
• Kernel density estimation from ergodic sample is not universally consistent
• [https://portal.mardi4nfdi.de/wiki/Publication:3038407 Propri�t�s de convergence presque compl�te du pr�dicteur � noyau]
• Nonparametric Hypothesis Testing with Parametric Rates of Convergence
• Distribution-free consistency of a nonparametric kernel regression estimate and classification
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Nonparametric estimation of response coefficients
• The L/sub 1/ and L/sub 2/ strong consistency of recursive kernel density estimation from dependent samples
• Nonparametric regression: An up–to–date bibliography
• Weak and strong uniform consistency of kernel regression estimates
• KERNEL REGRESSION SMOOTHING OF TIME SERIES
• The uniform convergence of the nadaraya‐watson regression function estimate
• Non‐parametric vs parametric forecasting in time series: A computational point of view
• On Strong Consistency of Density Estimates
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis