REGRESSION FUNCTION ESTIMATION FROM DEPENDENT OBSERVATIONS

被引：24
|
作者：
BURMAN, P
机构：
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 1991年 / 36卷 / 02期
关键词：
B-SPLINES; MIXING; RATE OF CONVERGENCE;
D O I：
10.1016/0047-259X(91)90061-6
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：
We consider the problem of estimating a regression function with nonrandom design points and dependent errors. We construct a spline estimate of the regression function and obtain its rate of convergence. It turns out that the dependence of the observations is reflected in this rate. © 1991.
引用
收藏
页码：263 / 279
页数：17
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