Study of Risks of Kernel Estimators

DOI10.1137/1135067MaRDI QIDQ3359586zbMATH OpenOpenAlexFDO

Authors Abdelkader Mokkadem

Publication date 1990

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1135067

zbMATH Keywords

conditional densitydensity estimationdependent errorskernel estimatorlimit behaviour of the risk functionnonparametric regressionstrictly stationary mixing sequence

Mathematics Subject Classification ID

Density estimation (62G07) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(4)

• scientific article; zbMATH DE number 3938286 (Why is no real title available?)
• MISE of wavelet estimators for regression derivatives with biased strong mixing data
• Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes
• scientific article; zbMATH DE number 4182611 (Why is no real title available?)

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