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Integrated square error of nonparametric estimators of regression function: the fixed design case

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  • Ioannides, Dimitrios A.

Abstract

By martingale methods, a central limit theorem and laws of large numbers are established for the integrated square error of a general nonparametric estimate in the case of fixed design.

Suggested Citation

  • Ioannides, Dimitrios A., 1992. "Integrated square error of nonparametric estimators of regression function: the fixed design case," Statistics & Probability Letters, Elsevier, vol. 15(2), pages 85-94, September.
  • Handle: RePEc:eee:stapro:v:15:y:1992:i:2:p:85-94
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    Cited by:

    1. Birke, Melanie, 2008. "Central limit theorems for the integrated squared error of derivative estimators," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1903-1913, September.
    2. Hall, Peter & Yatchew, Adonis, 2010. "Nonparametric least squares estimation in derivative families," Journal of Econometrics, Elsevier, vol. 157(2), pages 362-374, August.
    3. Birke, Melanie, 2006. "Central limit theorems for the integrated squared error of derivative estimators," Technical Reports 2006,53, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

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