Title :
Local polynomial estimation of regression functions for mixing processes
Author :
Masry, Elias ; Fan, Jianqing
Author_Institution :
Dept. of Electr. & Comput. Eng., California Univ., San Diego, La Jolla, CA, USA
Abstract :
Local polynomial fitting for the estimation of a general regression function and its derivatives for p-mixing and strongly mixing processes is considered. Joint asymptotic normality for the regression function and its derivatives is established
Keywords :
estimation theory; functional analysis; polynomials; statistical analysis; joint asymptotic normality; local polynomial estimation; mixing processes; regression functions; statistical properties; Curve fitting; Equations; Least squares approximation; Polynomials; Smoothing methods; Statistics;
Conference_Titel :
Information Theory and Statistics, 1994. Proceedings., 1994 IEEE-IMS Workshop on
Conference_Location :
Alexandria, VA
Print_ISBN :
0-7803-2761-6
DOI :
10.1109/WITS.1994.513873
