[KSCI] Korea Science Citation Index Service

Kernel Regression Estimation Under Dependence

Kim, Tae-Yoon (Department of Statistics, Keimyung University)
Kim, Donghoh (R&D Department, LKFS)

Publication Information

Journal of the Korean Statistical Society / v.31, no.3, 2002 , pp. 359-368 More about this Journal

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

Kernel regression estimates; stationarity; convergence rates;

Citations & Related Records

Reference

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