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Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis
Authors:
M. Delecroix a;
A. C. Rosa b
| Affiliations: | a CREST-ENSAI, MALAKOFF Cedex, France |
b Departamento de Matem tica, FCTUC, Coimbra Codex, Portugal |
DOI:
10.1080/10485259608832682
Publication Frequency:
8 issues per year
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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(English)
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Abstract
In this paper we consider the nonparametric estimation of a regression function as well as of its derivatives by the kernel method. Strong uniform consistency properties are investigated under a general ergodic condition.
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| Keywords: Nonparametric regression; partial derivatives; kernel method; strong uniform consistency; ergodic processes |
| AMS Classification: 62605; 60F15; 62M10 |
| view references (55) : view citations |
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