Article ID Journal Published Year Pages File Type
1154570 Statistics & Probability Letters 2008 5 Pages PDF
Abstract

We study the nonparametric estimation of the mean function of a random process indexed by a compact metric space. We elaborate on the asymptotic variance and prove asymptotic normality for a general class of linear estimators. An application to simultaneous confidence intervals is proposed and investigated by simulation.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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