Strong consistency of kernel estimates of regression function under dependence

DOI10.1016/j.spl.2010.03.010zbMath1190.62088OpenAlexW1981358511MaRDI QIDQ984002

Harro Walk

Publication date: 13 July 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.03.010

zbMATH Keywords

mixingTauberian theoremdensity estimationkernel regression estimatestrong \(L_r\)-consistency

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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• Properties of uniform consistency of the kernel estimators of density and regression functions under dependence assumptions
• Tauberian Theory
• Moment Inequalities for the Maximum Cumulative Sum