Abstract. In this article, we study the convergence rate of asymptotic normality for the estimator in a non parametric regression model under φ-mixing random variables by using the blockwise technique.… Click to show full abstract
Abstract. In this article, we study the convergence rate of asymptotic normality for the estimator in a non parametric regression model under φ-mixing random variables by using the blockwise technique. With different choices of the parameters, the rates are shown as O(n−1/9) and O(n−1/6). We also carry out some simulation studies and a real data analysis to support the theoretical results established here.
Keywords:
parametric regression;
estimator non;
regression model;
rate asymptotic;
non parametric;
asymptotic normality
Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2024
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Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2024
Link to full text (if available)
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recommendations!