scholarly journals Nonparametric estimation of a regression function with dependent observations

1994 ◽  
Vol 50 (1) ◽  
pp. 149-160 ◽  
Author(s):  
J.S. Wu ◽  
C.K. Chu
2012 ◽  
Vol 51 (1) ◽  
pp. 55-65
Author(s):  
Zdeněk Hlávka

ABSTRACT We investigate nonparametric estimators of zeros of a regression function and its derivatives and we derive the distribution of design points minimizing the expected width of a confidence interval and the expected variance of the proposed estimator.


2002 ◽  
Vol 18 (2) ◽  
pp. 420-468 ◽  
Author(s):  
Oliver Linton ◽  
Yoon-Jae Whang

We introduce a kernel-based estimator of the density function and regression function for data that have been grouped into family totals. We allow for a common intrafamily component but require that observations from different families be independent. We establish consistency and asymptotic normality for our procedures. As usual, the rates of convergence can be very slow depending on the behavior of the characteristic function at infinity. We investigate the practical performance of our method in a simple Monte Carlo experiment.


Author(s):  
Sara Leulmi ◽  
Fatiha Messaci

We introduce a local linear nonparametric estimation for the generalized regression function of a scalar response variable given a random variable taking values in a semi metric space. We establish a rate of uniform consistency for the proposed estimators. Then, based on a real data set we illustrate the performance of a particular studied estimator with respect to other known estimators


1989 ◽  
Vol 17 (4) ◽  
pp. 1567-1596 ◽  
Author(s):  
Prabir Burman ◽  
Keh-Wei Chen

Sign in / Sign up

Export Citation Format

Share Document