IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v53y1995i1p67-93.html
   My bibliography  Save this article

Asymptotic Behaviors of Some Measures of Accuracy in Nonparametric Curve Estimation with Dependent Observations

Author

Listed:
  • Kim, T. Y.
  • Cox, D. D.

Abstract

Under the i.i.d. condition, Marron and Härdle (1986, J. Multivariate Anal.20 91-113) showed that quadratic measures of errors for nonparametric kernel estimates are asymptotically equivalent, and Hall (1984, J. Multivariate Anal.14 1-16) investigated their convergence rates. In this article, we extend their results to the dependent case. In addition, the effect of dimension on the convergence rates will be discussed.

Suggested Citation

  • Kim, T. Y. & Cox, D. D., 1995. "Asymptotic Behaviors of Some Measures of Accuracy in Nonparametric Curve Estimation with Dependent Observations," Journal of Multivariate Analysis, Elsevier, vol. 53(1), pages 67-93, April.
    • Handle: RePEc:eee:jmvana:v:53:y:1995:i:1:p:67-93
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047-259X(85)71025-1
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Xia, Yingcun & Li, W. K., 2002. "Asymptotic Behavior of Bandwidth Selected by the Cross-Validation Method for Local Polynomial Fitting," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 265-287, November.
    2. Estévez-Pérez, Graciela, 2002. "On convergence rates for quadratic errors in kernel hazard estimation," Statistics & Probability Letters, Elsevier, vol. 57(3), pages 231-241, April.
    3. Tae Kim & Zhi-Ming Luo & Chiho Kim, 2011. "The central limit theorem for degenerate variable -statistics under dependence," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(3), pages 683-699.
    4. Zudi Lu & Dag Johan Steinskog & Dag Tjøstheim & Qiwei Yao, 2009. "Adaptively varying‐coefficient spatiotemporal models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(4), pages 859-880, September.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:53:y:1995:i:1:p:67-93. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.