Asymptotic Normality of Nearest Neighbor Regression Function Estimates Based on Nonstationary Dependent Observations

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Date
1995
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Journal Title
Journal ISSN
Volume Title
Publisher
American Journal of Mathematical and Management Sciences
Permanent Link
https://hdl.handle.net/2022/22263
Abstract
In this paper the convergence of the regression function estimators and the central limit theorem for these estimators are proved for the case when the underlying sequence of random variables is dependent and nonstationary.
Description
Offprint, publisher's version
Keywords
regression function, nearest neighbor regression function estimates, absolute regularity, φ–mixing, strong mixing, convergences in law
Citation
Puri, M. L. “Asymptotic normality of nearest neighbor regression function estimates based on nonstationary dependent observations.” American Journal of Mathematical and Management Sciences (1995), Volume 15, 255–290. Co-author: Michel Harel.
DOI
https://doi.org/10.1080/01966324.1995.10737400
Link(s) to data and video for this item
https://www.tandfonline.com/doi/abs/10.1080/01966324.1995.10737400
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Madan Lal Puri Collection