Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Kernel Regression Estimation Under Dependence

  • Published : 2002.09.01
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Abstract

Nonparametric kernel regression problem is considered for a stationary dependent sequence ｛(Xi, Yj) 1 j $\geq$ 1 ｝. In particular consistency and rates of convergence are discussed, which gives some useful insight for the effect of dependence for stationary $\alpha$-mixing sequences.

Keywords

References

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