Towards insensitivity of Nadaraya -Watson estimators to design correlation Full article
| Journal |
Theory of Probability and its Applications
ISSN: 0040-585X , E-ISSN: 1095-7219 |
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| Output data | Year: 2023, Volume: 68, Number: 2, Pages: 198-210 Pages count : 13 DOI: 10.1137/S0040585X97T991362 | ||
| Tags | nonparametric regression; Nadaraya-Watson estimators; uniform consistency; fixed; design; random design; strongly dependent design elements | ||
| Authors |
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| Affiliations |
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Funding (1)
| 1 | Sobolev Institute of Mathematics | FWNF-2022-0015 |
Abstract:
The consistency of Nadaraya-Watson estimators in nonparametric regression is proved without using traditional conditions for dependence of design elements (regressors). A design can be either fixed and not necessarily regular, or random and not necessarily satisfying classical correlation conditions for the design elements. A new characterization of the dependence of design elements is proposed, in terms of which sufficient conditions are formulated for both pointwise and uniform consistency of Nadaraya-Watson estimators.
Cite:
Linke Y.Y.
Towards insensitivity of Nadaraya -Watson estimators to design correlation
Theory of Probability and its Applications. 2023. V.68. N2. P.198-210. DOI: 10.1137/S0040585X97T991362 WOS Scopus РИНЦ OpenAlex
Towards insensitivity of Nadaraya -Watson estimators to design correlation
Theory of Probability and its Applications. 2023. V.68. N2. P.198-210. DOI: 10.1137/S0040585X97T991362 WOS Scopus РИНЦ OpenAlex
Original:
Линке Ю.Ю.
К вопросу о нечувствительности оценок Надарая-Ватсона относительно корреляции элементов дизайна
Теория вероятностей и ее применения. 2023. Т.68. №2. С.236–252. DOI: 10.4213/tvp5510 РИНЦ OpenAlex
К вопросу о нечувствительности оценок Надарая-Ватсона относительно корреляции элементов дизайна
Теория вероятностей и ее применения. 2023. Т.68. №2. С.236–252. DOI: 10.4213/tvp5510 РИНЦ OpenAlex
Dates:
| Submitted: | Jun 24, 2021 |
| Accepted: | Sep 10, 2021 |
| Published print: | Aug 2, 2023 |
| Published online: | Aug 2, 2023 |
Identifiers:
| Web of science: | WOS:001052729100002 |
| Scopus: | 2-s2.0-85179323583 |
| Elibrary: | 62566645 |
| OpenAlex: | W4385480526 |