EconPapers    
Economics at your fingertips  
 

Integrated square error of nonparametric estimators of regression function: the fixed design case

Dimitrios A. Ioannides

Statistics & Probability Letters, 1992, vol. 15, issue 2, 85-94

Abstract: By martingale methods, a central limit theorem and laws of large numbers are established for the integrated square error of a general nonparametric estimate in the case of fixed design.

Keywords: Regression; function; nonparametric; estimators; integrated; square; error; central; limit; theorem; laws; of; large; numbers; martingale. (search for similar items in EconPapers)
Date: 1992
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(92)90118-O
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:15:y:1992:i:2:p:85-94

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:stapro:v:15:y:1992:i:2:p:85-94