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

✍ Scribed by T.Y. Kim; D.D. Cox

• Publisher: Elsevier Science
• Year: 1995
• Tongue: English
• Weight: 681 KB
• Volume: 53
• Category: Article
• ISSN: 0047-259X
• DOI: 10.1006/jmva.1995.1025

✦ Synopsis

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 (-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. &. 1995 Academic Press. Inc.