Asymptotic normality of recursive estimators under strong mixing\n conditions

2012/11/25 by Aboubacar Amiri, Amiri, Aboubacar
Computer Science · Engineering · Mathematics · #Bayesian Methods and Mixture Models #Control Systems and Identification #FOS: Mathematics #Fault Detection and Control Systems #Statistical Methods and Inference #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.1211.5767

openalex publication_date 2012/11/25 · openalex created_date 2021/04/13 · openalex updated_date 2026/08/01

Abstract

The main purpose of this paper is to estimate the regression function by\nusing a recursive nonparametric kernel approach. We derive the asymptotic\nnormality for a general class of recursive kernel estimate of the regression\nfunction, under strong mixing conditions. Our purpose is to extend the work of\nRoussas and Tran [17] concerning the Devroye-Wagner estimate.\n

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