DocumentCode
524635
Title
The Approximate Distribution of Nonparametric Regression Estimates
Author
Nong, Jifu
Author_Institution
Coll. of Math. & Comput. Sci., Guangxi Univ. for Nat., Nanning, China
Volume
1
fYear
2010
fDate
28-31 May 2010
Firstpage
182
Lastpage
185
Abstract
An improved normal approximation is obtained for the joint distribution of kernel nonparametric regression estimates, in the presence of arbitrarily many stochastic regressors and heteroscedastic but conditionally normal errors. The approximation and its goodness are affected by kernel choice and bandwidth rate.
Keywords
Bandwidth; Computer errors; Computer science; Distributed computing; Educational institutions; Kernel; Least squares approximation; Mathematics; Stochastic processes; Sufficient conditions; kernel estimates; nonparametric regression; optimal bandwidth; stochastic regressors;
fLanguage
English
Publisher
ieee
Conference_Titel
Computational Science and Optimization (CSO), 2010 Third International Joint Conference on
Conference_Location
Huangshan, Anhui, China
Print_ISBN
978-1-4244-6812-6
Electronic_ISBN
978-1-4244-6813-3
Type
conf
DOI
10.1109/CSO.2010.172
Filename
5532982
Link To Document