Strong consistency of the internal estimator of nonparametric regression with dependent data

In this paper, the strong consistency of the multivariate internal nonparametric estimator is investigated under strong mixing dependence assumption. This estimator is particularly easy to use when we model the regression function by additive nonparametric structure. The pointwise strong consistency and its rate are given as well as that over a compact set, under suitable conditions.

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Year of publication:	2013
Authors:	Shen, Jia ; Xie, Yuan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 8, p. 1915-1925
Publisher:	Elsevier
Subject:	Nonparametric regression \| Strong consistency \| Internal estimator \| Dependent data

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010678733