Abstract:
We consider automatic data‐driven density, regression and autoregression estimates, based on any random bandwidth selector h/T. We show that in a first‐order asymptotic approximation they behave as well as the related estimates obtained with the “optimal” bandwidth hT as long as hT/hT → 1 in probability. The results are obtained for dependent observations; some of them are also new for independent observations. Copyright © 1995 Statistical Society of Canada
Registro:
Documento: |
Artículo
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Título: | Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence |
Autor: | Boente, G.; Fraiman, R. |
Filiación: | Departamento de Matemática, Universidad de Buenos Aires, Buenos Aires, Argentina Centro de Matemática, Facultad de Ciencias, Univ. de la Republica Oriental Del Uruguay, Montevideo, Uruguay
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Palabras clave: | 62M10.; autoregression models; Data‐driven bandwidth selectors; density estimation; kernel estimates; nonparametric regression; Primary 62G05; secondary 62G20; α‐mixing processes |
Año: | 1995
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Volumen: | 23
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Número: | 4
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Página de inicio: | 383
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Página de fin: | 397
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DOI: |
http://dx.doi.org/10.2307/3315382 |
Título revista: | Canadian Journal of Statistics
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Título revista abreviado: | Can. J. Stat.
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ISSN: | 03195724
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Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03195724_v23_n4_p383_Boente |
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Citas:
---------- APA ----------
Boente, G. & Fraiman, R.
(1995)
. Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence. Canadian Journal of Statistics, 23(4), 383-397.
http://dx.doi.org/10.2307/3315382---------- CHICAGO ----------
Boente, G., Fraiman, R.
"Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence"
. Canadian Journal of Statistics 23, no. 4
(1995) : 383-397.
http://dx.doi.org/10.2307/3315382---------- MLA ----------
Boente, G., Fraiman, R.
"Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence"
. Canadian Journal of Statistics, vol. 23, no. 4, 1995, pp. 383-397.
http://dx.doi.org/10.2307/3315382---------- VANCOUVER ----------
Boente, G., Fraiman, R. Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence. Can. J. Stat. 1995;23(4):383-397.
http://dx.doi.org/10.2307/3315382