Advances and Applications in Statistics
Volume 6, Issue 3, Pages 353 - 359
(December 2006)
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UNIFORM COVERAGE RATE OF NONPARAMETRIC KERNEL ESTIMATE UNDER MIXING DEPENDENT DATA
Fulong Han (P. R. China), Riquan Zhang (P. R. China), Jingyan Feng (P. R. China) and Zhiqiang Zhang (P. R. China)
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Abstract: In nonparametric models or semi-parametric models, the estimates of unknown mean functions or condition mean of unknown functions are always considered either under independent data or under dependent data. In this paper, under mild conditions we give a solution for this problem and uniform coverage rates of nonparametric Kernel estimates under mixing dependent data. |
Keywords and phrases: non-parameter, semi-parameter, Kernel estimate, a -mixing dependent, uniform coverage rate. |
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