✦ LIBER ✦

Nonparametric regression under dependent errors with infinite variance

✍ Scribed by Liang Peng; Qiwei Yao

Book ID: 110549748
Publisher: Springer Japan
Year: 2004
Tongue: English
Weight: 633 KB
Volume: 56
Category: Article
ISSN: 0020-3157
DOI: 10.1007/bf02530525

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

M-estimation in nonparametric regression

M-estimation in nonparametric regression under strong dependence and infinite variance

✍ Ngai Hang Chan; Rongmao Zhang 📂 Article 📅 2007 🏛 Springer Japan 🌐 English ⚖ 244 KB

Nonparametric quantile regression with h

Nonparametric quantile regression with heavy-tailed and strongly dependent errors

✍ Toshio Honda 📂 Article 📅 2012 🏛 Springer Japan 🌐 English ⚖ 323 KB

Nonparametric regression with martingale

Nonparametric regression with martingale increment errors

✍ Sylvain Delattre; Stéphane Gaïffas 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 320 KB

Nonparametric regression with long-memor

Nonparametric regression with long-memory errors

✍ R.S. Deo 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 288 KB

The fixed design regression model with long-memory errors is considered. The finite-dimensional asymptotic distributions of the properly normalised kernel estimators of the regression function are shown to be normal when the errors are a linear process.

Additive nonparametric regression with a

Additive nonparametric regression with autocorrelated errors

✍ Michael Smith; Chi-Ming Wong; Robert Kohn 📂 Article 📅 1998 🏛 Blackwell Publishing 🌐 English ⚖ 970 KB

Estimation and inference for error varia

Estimation and inference for error variance in bivariate nonparametric regression

✍ M. Bock; A. W. Bowman; B. Ismail 📂 Article 📅 2007 🏛 Springer US 🌐 English ⚖ 319 KB