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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
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
Palabras clave:62M10.; autoregression models; Data‐driven bandwidth selectors; density estimation; kernel estimates; nonparametric regression; Primary 62G05; secondary 62G20; α‐mixing processes
Año:1995
Volumen:23
Número:4
Página de inicio:383
Página de fin:397
DOI: http://dx.doi.org/10.2307/3315382
Título revista:Canadian Journal of Statistics
Título revista abreviado:Can. J. Stat.
ISSN:03195724
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