The approximate distribution of nonparametric regression estimates

DOI10.1016/0167-7152(94)00113-MMaRDI QIDQ1892980zbMATH OpenOpenAlexFDO

Authors Peter M. Robinson

Publication date 3 July 1995

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

Full work available at URL https://doi.org/10.1016/0167-7152(94)00113-m

zbMATH Keywords

nonparametric regressionoptimal bandwidthjoint distributionhigher-order kernelstochastic regressorsbandwidth rateconditionally normal errorshigher-order approximate distributionimproved normal approximationkernel choice

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 88843 (Why is no real title available?)
• scientific article; zbMATH DE number 3578192 (Why is no real title available?)
• Adaptive nonparametric estimation of a multivariate regression function
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• Joint Asymptotic Distribution of the Estimated Regression Function at a Finite Number of Distinct Points
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Nonparametric Estimation of the Transition Distribution Function of a Markov Process
• Robust regression function estimation

Cited in

(7)

• Nonparametric regression when estimating the probability of success: a comparison of four extant estimators
• An almost-parametric estimate of regression
• Almost exact distributions of estimators ii- hat nonlinear regression models
• scientific article; zbMATH DE number 2058020 (Why is no real title available?)
• Edgeworth expansions for semiparametric Whittle estimation of long memory.
• The distribution of rolling regression estimators
• Normal approximation in regression

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