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 estimationkernel regression estimatemixingstrong \(L_r\)-consistencyTauberian theorem

Mathematics Subject Classification ID

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

Cites work

• A distribution-free theory of nonparametric regression
• Almost sure invariance principles for weakly dependent vector-valued random variables
• An elementary proof of the strong law of large numbers
• An equivalence theorem for \(L_ 1\) convergence of the kernel regression estimate
• Estimation of the density and the regression function under mixing conditions.
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• Mixing: Properties and examples
• Moment Inequalities for the Maximum Cumulative Sum
• Nonparametric curve estimation from time series
• Nonparametric regression estimation under mixing conditions
• 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

(11)

• Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples
• Strong universal consistency of smooth kernel regression estimates
• Strong laws of large numbers and nonparametric estimation
• scientific article; zbMATH DE number 5002051 (Why is no real title available?)
• scientific article; zbMATH DE number 4026564 (Why is no real title available?)
• scientific article; zbMATH DE number 123828 (Why is no real title available?)
• scientific article; zbMATH DE number 500452 (Why is no real title available?)
• Strong consistency for the weighted kernel estimation of a regression function under \(\widetilde{\rho}\)-mixing error condition
• scientific article; zbMATH DE number 958379 (Why is no real title available?)
• Approximation of smooth multivariate regression functions by universal kernel estimators
• Distribution-free pointwise consistency of kernel regression estimate

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