On Consistency in Nonparametric Estimation under Mixing Conditions

A. Irle

Journal of Multivariate Analysis, 1997, vol. 60, issue 1, 123-147

Abstract: In this paper a method for obtaining a.s. consistency in nonparametric estimation is presented which only requires the handling of covariances. This method is applied to kernel density estimation and kernel and nearest neighbour regression estimation. It leads to conditions for a.s. consistency which relax known conditions and include long-range dependence.

Keywords: Nonparametric; estimation; consistency; mixing; kernel; estimation; nearest; neighbour; estimation (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (6)

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