Asymptotic normality of recursive estimators under strong mixing conditions |
| |
Authors: | Aboubacar Amiri |
| |
Affiliation: | 1. Laboratoire EQUIPPE, Université Lille 3, Université Lille Nord de France, EA 4018, Villeneuve d’Ascq, France
|
| |
Abstract: | The main purpose of this paper is to estimate the regression function by using a recursive nonparametric kernel approach. We derive the asymptotic normality for a general class of recursive kernel estimate of the regression function, under strong mixing conditions. Our purpose is to extend the work of Roussas and Tran (Ann Stat 20:98–120, 1992) concerning the Devroye–Wagner estimate. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|