Asymptotic normality of nearest neighbor regression function estimates

DOI10.1214/AOS/1176346711zbMATH Open0539.62026OpenAlexW2010690057MaRDI QIDQ794079FDOQ794079

Authors: Winfried Stute 

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346711

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zbMATH Keywords

asymptotic normalityregression functionNadaraya-Watson estimatenearest neighbor estimateskernel-type estimates

Mathematics Subject Classification ID

Nonparametric estimation (62G05) General nonlinear regression (62J02) Asymptotic distribution theory in statistics (62E20)

Cited In (45)

• On pointwise laws of iterated logarithm for estimators of certain conditional functionals
• Robust nonparametric regression with simultaneous scale curve estimation
• Robust nonparametric regression estimation
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• NN goodness-of-fit tests for linear models
• Testing nonstationary and absolutely regular nonlinear time series models
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• Une méthode semi-paramétrique pour tester un modèle de régression. (A semi-parametric method to test a regression model)
• Multivariate adaptive warped kernel estimation
• On kernel estimators of density ratio
• Asymptotic properties and bootstrap approximation of \(k_n\)-nearest neighbor estimates of regression functions
• A Review on Dimension-Reduction Based Tests For Regressions
• The marked empirical process to test nonlinear time series against a large class of alternatives when the random vectors are nonstationary and absolutely regular
• On the asymptotic normality of an estimate of a regression functional
• Nonparametric checks for single-index models
• Asymptotic Normality of Parameter Estimators for Some Nearest Neighbour Models
• Conditional empirical processes
• Title not available (Why is that?)
• Semiparametric models with single-index nuisance parameters
• A note on asymptotic normality of a copula function in regression model
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• On the almost everywhere properties of the kernel regression estimate
• Adaptive warped kernel estimators
• Nearest neighbor smoothing in linear regression
• Title not available (Why is that?)
• Sequential nonparametric fixed-width confidence intervals for conditional quantiles
• Bootstrap approximation of nearest neighbor regression function estimates
• X²goodness-of-fit tests for polynomial regression
• Aplicacion de la suavizacion no parametrica del tipo «K-puntos proximos» a modelos de regresion lineal
• Symmetrized kernel estimators of the regression slope
• Nearest neighbor estimates of regression
• Conditional empirical processes defined by \(\Phi\)-mixing sequences
• Nonparametric efficiency analysis: a multivariate conditional quantile approach
• Title not available (Why is that?)
• Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours
• Asymptotic Normality of Nearest Neighbor Regression Function Estimates Based on Nonstationary Dependent Observations
• Symmetrized multivariate \(k\)-NN estimators
• On the local behaviour of the Yang regression estimate
• A direct approach to inference in nonparametric and semiparametric quantile models
• Nonparametric comparison of regression functions
• A quantile-copula approach to conditional density estimation
• Information confidence scores for prediction models
• Asymptotic normality of generalized functional estimators dependent on covariables
• Asymptotics of conditional empirical processes

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