Average regression surface for dependent data

zbMath0960.62096MaRDI QIDQ5926425

Zong-Wu Cai, Jianqing Fan

Publication date: 20 May 2001

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

alpha-mixingasymptotic normalityadditive modelsasymptotic biaskernel estimateslocal linear estimate

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

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