Integrated square error properties of kernel estimators of regression functions

DOI10.1214/AOS/1176346404zbMATH Open0544.62036OpenAlexW2048395920MaRDI QIDQ796922FDOQ796922

Authors: Peter Hall 

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/1176346404

Recommendations

• Publication:4862147
• scientific article; zbMATH DE number 3940437
• scientific article; zbMATH DE number 1044059
• Asymptotic normality of a weighted integrated squared error of kernel regression estimates with data-dependent bandwidth
• Integrated square error of nonparametric estimators of regression function: The fixed design case

zbMATH Keywords

asymptotic normalitycentral limit theoremsmartingale methodsintegrated square errorkernel estimators of regression functionsWeak laws of large numbers

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cited In (20)

• Integrated square error of nonparametric estimators of regression function: The fixed design case
• Central limit theorems for quadratic errors of nonparametric estimators
• Empirical dynamics for longitudinal data
• Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence
• On Asymptotic Minimaxity of Kernel-based Tests
• Testing conditional independence via empirical likelihood
• Nonparametric estimation of the quantiles for a probability of threshold crossing with dependent data
• Title not available (Why is that?)
• Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence
• Asymptotic Properties of the ISE in Nonparametric Regressions with Serially Correlated Errors
• Partial identification and inference in censored quantile regression
• Testing for Trends in High-Dimensional Time Series
• Nonparametric testing for the specification of spatial trend functions
• Kernel-based nonlinear canonical analysis and time reversibility
• Testing strict monotonicity in nonparametric regression
• Asymptotic distributions of integrated square errors of nonparametric estimators based on indirect observations under dose-effect dependence
• Convergence rates for average square errors for kernel smoothing estimators
• Testing additivity in nonparametric regression under random censorship
• Central limit theorems for the integrated squared error of derivative estimators
• Asymptotic normality of a weighted integrated squared error of kernel regression estimates with data-dependent bandwidth

This page was built for publication: Integrated square error properties of kernel estimators of regression functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q796922)