Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152877 | Statistics & Probability Letters | 2013 | 11 Pages |
Abstract
In this paper, the strong consistency of the multivariate internal nonparametric estimator is investigated under strong mixing dependence assumption. This estimator is particularly easy to use when we model the regression function by additive nonparametric structure. The pointwise strong consistency and its rate are given as well as that over a compact set, under suitable conditions.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jia Shen, Yuan Xie,