Strong consistency of kernel estimates of regression function under dependence

DOI10.1016/J.SPL.2010.03.010zbMATH Open1190.62088OpenAlexW1981358511MaRDI QIDQ984002FDOQ984002

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

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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

• Mixing: Properties and examples
• Nonparametric regression estimation under mixing conditions
• Nonparametric curve estimation from time series
• A distribution-free theory of nonparametric regression
• Moment Inequalities for the Maximum Cumulative Sum
• Tauberian Theory
• Estimation of the density and the regression function under mixing conditions.
• Title not available (Why is that?)
• An elementary proof of the strong law of large numbers
• Nonparametric statistics for stochastic processes
• Properties of uniform consistency of the kernel estimators of density and regression functions under dependence assumptions
• Almost sure invariance principles for weakly dependent vector-valued random variables
• An equivalence theorem for \(L_ 1\) convergence of the kernel regression estimate
• On consistency in nonparametric estimation under mixing conditions.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Strong universal consistency of smooth kernel regression estimates
• Strong laws of large numbers by elementary Tauberian arguments

Cited In (6)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Distribution-free pointwise consistency of kernel regression estimate
• Strong universal consistency of smooth kernel regression estimates
• Title not available (Why is that?)
• Title not available (Why is that?)

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