ASYMPTOTIC NORMALITY OF RANK NEAREST NEIGHBOR REGRESSION FUNCTION ESTIMATORS UNDER STRONG MIXING
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概要
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Let ＄￥{(X_{n}, Y_{n}) : n=1,2, ￥cdots￥}＄ be a strictly stationary strong mixing sequence of random vectors in ＄R^{d+p}＄ and denote by ＄r_{￥phi}(x_{0})=E[￥phi(Y)|X=x_{0}]＄ , where ＄￥phi＄ is a real Borel function defined on ＄R^{p},＄ ＄P￥geqq 1＄ . In this paper, we prove for the above sequence, the asymptotic normality of the rank nearest neighbor kernel estimators of ＄r_{￥phi}(x_{0})＄ , studied by Yang [11], Stute [10] and Yoshihara [13].
- Yokohama City Universityの論文
- 1991-00-00
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