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Strong consistency of kernel estimates of regression function under dependence

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  • Walk, Harro

Abstract

By a classic Tauberian theorem and moment inequalities, strong Lr-consistency (1

Suggested Citation

  • Walk, Harro, 2010. "Strong consistency of kernel estimates of regression function under dependence," Statistics & Probability Letters, Elsevier, vol. 80(15-16), pages 1147-1156, August.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:15-16:p:1147-1156
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    References listed on IDEAS

    as
    1. Harro Walk, 2005. "Strong universal consistency of smooth kernel regression estimates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(4), pages 665-685, December.
    2. Liebscher E., 2001. "Estimation Of The Density And The Regression Function Under Mixing Conditions," Statistics & Risk Modeling, De Gruyter, vol. 19(1), pages 9-26, January.
    3. Roussas, George G., 1990. "Nonparametric regression estimation under mixing conditions," Stochastic Processes and their Applications, Elsevier, vol. 36(1), pages 107-116, October.
    4. Irle, A., 1997. "On Consistency in Nonparametric Estimation under Mixing Conditions," Journal of Multivariate Analysis, Elsevier, vol. 60(1), pages 123-147, January.
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