Asymptotic Properties of Nonparametric Kernel Regression Estimator for \rho-Mixing Samples

YANG Xiutao; YANG Xin; LIU Lianhu; YANG Shanchao

doi:10.3969/j.issn.1001-4268.2020.02.003

YANG Xiutao, YANG Xin, LIU Lianhu, YANG Shanchao. Asymptotic Properties of Nonparametric Kernel Regression Estimator for \rho-Mixing Samples[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(2): 138-150. DOI: 10.3969/j.issn.1001-4268.2020.02.003

Citation:

YANG Xiutao, YANG Xin, LIU Lianhu, YANG Shanchao. Asymptotic Properties of Nonparametric Kernel Regression Estimator for \rho-Mixing Samples[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(2): 138-150. DOI: 10.3969/j.issn.1001-4268.2020.02.003

Citation:

YANG Xiutao, YANG Xin, LIU Lianhu, YANG Shanchao. Asymptotic Properties of Nonparametric Kernel Regression Estimator for \rho-Mixing Samples[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(2): 138-150. DOI: 10.3969/j.issn.1001-4268.2020.02.003

Asymptotic Properties of Nonparametric Kernel Regression Estimator for \rho-Mixing Samples

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For \rho-mixing samples, we discuss thestrong consistency of the nonparametric kernel regression estimator proposed by Gasser and Muller. Under more weaker conditions, its strong consistency and uniformly strong consistency are proved.

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Asymptotic Properties of Nonparametric Kernel Regression Estimator for \rho-Mixing Samples

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