On the local behaviour of the Yang regression estimate

Here we study the finite dimensional distribution of a process based on the Yang regression estimate. In getting information about the local behaviour of this estimate, our result allows solving the handicap of its asymptotical independence at finitely many points.

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Year of publication:	1993
Authors:	Santos Domínguez-Menchero, J.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 16.1993, 4, p. 321-329
Publisher:	Elsevier
Keywords:	Yang estimate regression function finite dimensional distribution

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005138310