Integrated square error of nonparametric estimators of regression function
Filomat, Tome 37 (2023) no. 27, p. 9391
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In the present paper, we consider the nonparametric regression and study the integrated square error for nonparametric estimate of the unknown function. For the case that the errors of the regression model are martingale differences, the asymptotic normality and consistency of the integrated square error are established. These results improve the works in Ioannides [5].
Classification :
60F15, 62G05
Keywords: Regression function, nonparametric estimators, integrated square error, asymptotic normality, consistency, martingale differences
Keywords: Regression function, nonparametric estimators, integrated square error, asymptotic normality, consistency, martingale differences
Yu Miao; Jun Ye; Wanyu Zhang. Integrated square error of nonparametric estimators of regression function. Filomat, Tome 37 (2023) no. 27, p. 9391 . doi: 10.2298/FIL2327391M
@article{10_2298_FIL2327391M,
author = {Yu Miao and Jun Ye and Wanyu Zhang},
title = {Integrated square error of nonparametric estimators of regression function},
journal = {Filomat},
pages = {9391 },
year = {2023},
volume = {37},
number = {27},
doi = {10.2298/FIL2327391M},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.2298/FIL2327391M/}
}
TY - JOUR AU - Yu Miao AU - Jun Ye AU - Wanyu Zhang TI - Integrated square error of nonparametric estimators of regression function JO - Filomat PY - 2023 SP - 9391 VL - 37 IS - 27 UR - http://geodesic.mathdoc.fr/articles/10.2298/FIL2327391M/ DO - 10.2298/FIL2327391M LA - en ID - 10_2298_FIL2327391M ER -
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