Nonparametric estimation for dependent data

Johannes, Jan;Subba Roa, Suhasini
(2011) Journal of Nonparametric Statistics — Vol. 23, n° 3, p. 661-681 (2011)

Files

RP_2011_48_johannes_nonparametric.pdf
  • Closed Access
  • Adobe PDF
  • 249.48 KB
Request a copy

Details

Authors
  • Johannes, JanUCLouvain
    Author
  • Subba Roa, SuhasiniTexas A M University, College Station, TX, USA
    Author
Abstract
In this paper, we consider nonparametric estimation for dependent data, where the observations do not necessarily come from a linear process.We study density estimation and also discuss associated problems in nonparametric regression, using the 2-mixing dependence measure. We compare the results under the 2-mixing with those derived under the assumption that the process is linear.
Affiliations

Citations

  • APA
  • Chicago
  • FWB

Johannes, J., & Subba Roa, S. (2011). Nonparametric estimation for dependent data. Journal of Nonparametric Statistics, 23(3), 661-681. https://doi.org/10.1080/10485252.2010.484491 (Original work published 2011)