On asymptotic behavior of Nadaraya–Watson regression estimator

Jiexiang Li

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 19, 5751-5761

Abstract: The random field (Xi, Yi), i∈ZN${{\bf i}}\in \mathbb {Z}^N$ is dependent and assumed to satisfy some mild mixing conditions. In this article, a Nadaraya–Watson regression estimator (N. W. R. E.) is established and investigated. We show that the distribution of the N. W. R. E. is asymptotically normal under some commonly used conditions.

Date: 2016
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DOI: 10.1080/03610926.2014.948209

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