Strong consistency of kernel estimates of regression function under dependence

DOI10.1016/J.SPL.2010.03.010MaRDI QIDQ984002zbMATH OpenOpenAlexFDO

Authors 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

density estimationmixingTauberian theoremkernel regression estimatestrong \(L_r\)-consistency

Mathematics Subject Classification ID

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

Cites work

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• Nonparametric statistics for stochastic processes
• On consistency in nonparametric estimation under mixing conditions.
• Properties of uniform consistency of the kernel estimators of density and regression functions under dependence assumptions
• Strong laws of large numbers by elementary Tauberian arguments
• Strong universal consistency of smooth kernel regression estimates
• Tauberian Theory

Cited in

(9)

• scientific article; zbMATH DE number 123828 (Why is no real title available?)
• scientific article; zbMATH DE number 4026564 (Why is no real title available?)
• Distribution-free pointwise consistency of kernel regression estimate
• Strong consistency for the weighted kernel estimation of a regression function under \(\widetilde{\rho}\)-mixing error condition
• Approximation of smooth multivariate regression functions by universal kernel estimators
• Strong laws of large numbers and nonparametric estimation
• Strong universal consistency of smooth kernel regression estimates
• scientific article; zbMATH DE number 5002051 (Why is no real title available?)
• scientific article; zbMATH DE number 500452 (Why is no real title available?)

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