On Consistency in Nonparametric Estimation under Mixing Conditions

In this paper a method for obtaining a.s. consistency in nonparametric estimation is presented which only requires the handling of covariances. This method is applied to kernel density estimation and kernel and nearest neighbour regression estimation. It leads to conditions for a.s. consistency which relax known conditions and include long-range dependence.

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Year of publication:	1997
Authors:	Irle, A.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 60.1997, 1, p. 123-147
Publisher:	Elsevier
Keywords:	Nonparametric estimation consistency mixing kernel estimation nearest neighbour estimation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005152750