Nonparametric estimation for dependent data

被引：3
|
作者：
Johannes, Jan [1 ]
Rao, Suhasini Subba [2 ]
机构：
[1] Catholic Univ Louvain, Inst Stat, B-1348 Louvain, Belgium
[2] Texas A&M Univ, Dept Stat, College Stn, TX 77843 USA
来源：
JOURNAL OF NONPARAMETRIC STATISTICS | 2011年 / 23卷 / 03期
关键词：
density estimation; nonparametric regression; 2-mixing; nonlinear processes; DENSITY-ESTIMATION; TIME-SERIES; ASYMPTOTIC NORMALITY; MIXING PROPERTIES; REGRESSION; CONVERGENCE; PROPERTY;
D O I：
10.1080/10485252.2010.484491
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：
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.
引用
收藏
页码：661 / 681
页数：21
相关论文
共 50 条
  • [1] Nonparametric estimation of density derivatives of dependent data
    [J]. J Stat Plan Inference, 1 (155):
  • [2] Nonparametric estimation of density derivatives of dependent data
    delRio, AQ
    [J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1997, 61 (01) : 155 - 174
  • [3] Nonparametric estimation of current status data with dependent censoring
    Wang, Chunjie
    Sun, Jianguo
    Sun, Liuquan
    Zhou, Jie
    Wang, Dehui
    [J]. LIFETIME DATA ANALYSIS, 2012, 18 (04) : 434 - 445
  • [4] Weighted nonparametric regression estimation with truncated and dependent data
    Liang, Han-Ying
    [J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2012, 24 (04) : 1051 - 1073
  • [5] Nonparametric estimation of expectile regression in functional dependent data
    Almanjahie, Ibrahim M.
    Bouzebda, Salim
    Kaid, Zoulikha
    Laksaci, Ali
    [J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2022, 34 (01) : 250 - 281
  • [6] Nonparametric estimation of current status data with dependent censoring
    Chunjie Wang
    Jianguo Sun
    Liuquan Sun
    Jie Zhou
    Dehui Wang
    [J]. Lifetime Data Analysis, 2012, 18 : 434 - 445
  • [7] Nonparametric Quantile Regression Estimation for Functional Dependent Data
    Dabo-Niang, Sophie
    Laksaci, Ali
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2012, 41 (07) : 1254 - 1268
  • [8] Nonparametric estimation of marked survival data in the presence of dependent censoring
    Sanusi, Busola
    Cai, Jianwen
    Hudgens, Michael G.
    [J]. STATISTICS IN MEDICINE, 2023, : 1995 - 2008
  • [9] NONPARAMETRIC-ESTIMATION FOR REGRESSION WITH DEPENDENT DATA - APPLICATION TO THE PREVISION
    LAIB, N
    [J]. COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1993, 317 (12): : 1173 - 1177
  • [10] Nonparametric regression estimation for dependent functional data: asymptotic normality
    Masry, E
    [J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2005, 115 (01) : 155 - 177
12345