The Approximate Distribution of Nonparametric Regression Estimates

摘要：

An improved normal approximation is obtained for the joint distribution of kernel nonparametric regression estimates, in the presence of arbitrarily many stochastic regres-sors and heteroscedastic but conditionally normal errors. The approximation and its goodness are affected by kernel choice and bandwidth rate.

关键词： nonparametric regression stochastic regressors kernel estimates optimal bandwidth

作者: Jifu Nong

作者单位: College of Mathematics and Computer Science Guangxi University for Nationalities Nanning, China

会议类型: 国际会议

会议名称: The Third International Joint Conference on Computational Science and Optimization(第三届计算科学与优化国际大会 CSO 2010)

会议地点: 黄山

会议语种:英文

页码: 182-185

在线出版日期: 2010-05-28（万方平台首次上网日期，不代表论文的发表时间）