Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors
Autor: | Yu Miao, Shuili Zhang, Qinghui Gao, Xiaoyan Xu |
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Rok vydání: | 2018 |
Předmět: |
Statistics and Probability
Statistics::Theory Nonparametric estimator 010102 general mathematics Estimator Regression analysis Bayesian inference 01 natural sciences Nonparametric regression 010104 statistics & probability Convergence (routing) Statistics::Methodology Applied mathematics Martingale difference sequence Limit (mathematics) 0101 mathematics Mathematics |
Zdroj: | Journal of the Korean Statistical Society. 47:537-547 |
ISSN: | 1226-3192 |
DOI: | 10.1016/j.jkss.2018.07.002 |
Popis: | In the paper, we shall establish some limit theorems for the nonparametric estimator of the regression model, which include L p -convergence, complete convergence, and strong convergence of the estimator. These results supplement and improve some known works. |
Databáze: | OpenAIRE |
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