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Local polynomial fitting under association

โœ Scribed by Elias Masry

Book ID
104269865
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
297 KB
Volume
86
Category
Article
ISSN
0047-259X

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โœฆ Synopsis

We consider the estimation of multivariate regression functions rรฐx 1 ; y; x d รž and their partial derivatives up to a total order pX1 using high-order local polynomial fitting. The processes fY i ; X i g are assumed to be (jointly) associated. Joint asymptotic normality is established for the estimates of the regression function r and all its partial derivatives up to the total order p: Expressions for the bias and variance/covariance matrix (of the asymptotic distribution) are given.

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