Large and moderate deviations principles for kernel estimators of the multivariate regression
Author:
Publisher
Allerton Press
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.3103/S1066530708020051.pdf
Reference21 articles.
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2. N. H. Bingham, C. M. Goldie, and J. L. Teugels, Regular Variation (Cambridge University Press, 1987).
3. D. Bosq, Nonparametric Statistics for Stochastic Processes, in Lecture Notes in Control and Inform. Sci. (Springer, 1985).
4. G. Collomb, “Proprietés de convergence presque-complète du prédicateur à noyau”, Z. Wahrsch. verw. Gebiete 66, 441–460 (1984).
5. G. Collomb and W. Härdle, “Strong Uniform Convergence Rates in Robust Nonparametric Time Series Analysis and Prediction: Kernel Regression Estimation from Dependent Observations”, Stoch. Proc. and Their Appl. 23, 77–89 (1986).
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