Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151392 | Statistics & Probability Letters | 2015 | 9 Pages |
Abstract
Recently, some nonparametric regression ideas have been extended to the functional context, allowing infinite-dimensional regressors. This paper gives a deep asymptotic study of the functional Nadaraya–Watson estimator, including moments of all orders, errors, asymptotic distribution and large deviation rate.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Gery Geenens,