Asymptotic properties for estimates of nonparametric regression model with martingale difference errors

被引：9
|
作者：
Chen, Xia [1 ]
机构：
[1] Shaanxi Normal Univ, Coll Math & Informat Sci, Xian 710062, Peoples R China
来源：
STATISTICS | 2012年 / 46卷 / 05期
关键词：
nonparametric regression; martingale difference; consistency; complete convergence; asymptotic normality; MULTIPLE-REGRESSION;
D O I：
10.1080/02331888.2011.555546
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Consider the nonparametric regression model with martingale difference errors. Nonparametric estimator g(n)(x) of regression function g(x) will be introduced, and its asymptotic properties are studied. In particular, the pointwise and uniform convergence of g(n)(x) and its asymptotic normality will be investigated. This extends the earlier work on independent random errors.
引用
收藏
页码：687 / 696
页数：10
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