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Least-square estimation for regression on random designs for absolutely regular observations

โœ Scribed by Gabrielle Viennet

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
137 KB
Volume
43
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

We investigate the rates of convergence of least-square estimator on sieves for regression under various weak dependency assumptions. We provide a control in probability for the rate of convergence and we show how to construct estimators of a smooth regression function at a rate which is known to be optimal in the independent and identically distributed case.

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