Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence

DOI10.1016/j.jkss.2011.01.003zbMath1296.62082OpenAlexW2009620057MaRDI QIDQ743766

Zhi-Ming Luo, Tae Yoon Kim, Gyu Moon Song

Publication date: 30 September 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2011.01.003

zbMATH Keywords

central limit theorem\(U\)-statisticsquadratic errorNadaraya-Watson regression estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Central limit and other weak theorems (60F05)

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