Asymptotic Behaviors of Some Measures of Accuracy in Nonparametric Curve Estimation with Dependent Observations

T. Y. Kim and D. D. Cox

Journal of Multivariate Analysis, 1995, vol. 53, issue 1, 67-93

Abstract: Under the i.i.d. condition, Marron and Härdle (1986, J. Multivariate Anal.20 91-113) showed that quadratic measures of errors for nonparametric kernel estimates are asymptotically equivalent, and Hall (1984, J. Multivariate Anal.14 1-16) investigated their convergence rates. In this article, we extend their results to the dependent case. In addition, the effect of dimension on the convergence rates will be discussed.

Date: 1995
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