Strong consistency of the internal estimator of nonparametric regression with dependent data

Jia Shen and Yuan Xie

Statistics & Probability Letters, 2013, vol. 83, issue 8, 1915-1925

Abstract: In this paper, the strong consistency of the multivariate internal nonparametric estimator is investigated under strong mixing dependence assumption. This estimator is particularly easy to use when we model the regression function by additive nonparametric structure. The pointwise strong consistency and its rate are given as well as that over a compact set, under suitable conditions.

Keywords: Nonparametric regression; Strong consistency; Internal estimator; Dependent data (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (4)

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DOI: 10.1016/j.spl.2013.04.027

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