INTEGRATED SQUARE ERROR OF NONPARAMETRIC ESTIMATORS OF REGRESSION FUNCTION - THE FIXED DESIGN CASE

被引：9

作者：

IOANNIDES, DA ^{[1
]}

机构：

[1] UNIV PATRAS,DEPT MATH,GR-26110 PATRAS,GREECE

来源：

STATISTICS & PROBABILITY LETTERS | 1992年 / 15卷 / 02期

关键词：

REGRESSION FUNCTION; NONPARAMETRIC ESTIMATORS; INTEGRATED SQUARE ERROR; CENTRAL LIMIT THEOREM; LAWS OF LARGE NUMBERS; MARTINGALE;

D O I：

10.1016/0167-7152(92)90118-O

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

By martingale methods, a central limit theorem and laws of large numbers are established for the integrated square error of a general nonparametric estimate in the case of fixed design.

引用

页码：85 / 94

页数：10

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