𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Non-parametric Kernel Estimation of the Coefficient of a Diffusion

✍ Scribed by Jean Jacod


Book ID
108536085
Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
256 KB
Volume
27
Category
Article
ISSN
0303-6898

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Distribution-free consistency of kernel
✍ Andrzej S. Kozek; MirosΕ‚aw Pawlak πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 124 KB

We prove that in the case of independent and identically distributed random vectors (X i ; Y i ) a class of kernel type M-estimators is universally and strongly consistent for conditional M-functionals. The term universal means that the strong consistency holds for all joint probability distribution