A note on estimating the conditional expectation under censoring and association: strong uniform consistency
Sign Up to like & getrecommendations! Published in 2018 at "Statistical Papers"
DOI: 10.1007/s00362-016-0801-8
Abstract: Let $$\left\{ (X_{i},Y_{i}), i \ge 1 \right\} $$(Xi,Yi),i≥1 be a strictly stationary sequence of associated random vectors distributed as (X, Y). This note deals with kernel estimation of the regression function $$r(x)=\mathbb {E}[Y|X=x]$$r(x)=E[Y|X=x] in the presence… read more here.
Keywords: conditional expectation; note estimating; estimating conditional; uniform consistency ... See more keywords
Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Nonparametric Statistics"
DOI: 10.1080/10485252.2020.1759597
Abstract: ABSTRACT W. Stute [(1991), Annals of Probability, 19, 812–825] introduced a class of so-called conditional U-statistics, which may be viewed as a generalisation of the Nadaraya–Watson estimates of a regression function. Stute proved their strong… read more here.
Keywords: conditional statistics; consistency uniform; uniform consistency; bandwidth consistency ... See more keywords