Regression function estimation from dependent observations

We consider the problem of estimating a regression function with nonrandom design points and dependent errors. We construct a spline estimate of the regression function and obtain its rate of convergence. It turns out that the dependence of the observations is reflected in this rate.

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Year of publication:	1991
Authors:	Burman, Prabir
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 36.1991, 2, p. 263-279
Publisher:	Elsevier
Subject:	B-splines mixing rate of convergence

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

Persistent link: https://www.econbiz.de/10005152951