Estimating error correlation in nonparametric regression

Naomi Simone Altman

Research output: Contribution to journalArticlepeer-review

9 Scopus citations


Estimates of error correlations in kernel nonparametric regression are obtained using the method of moments. A high order asymptotic expansion of the estimators shows that they are consistent and asymptotically normal at parametric rates, and provides heuristics for the choice of bandwidth and kernel.

Original languageEnglish (US)
Pages (from-to)213-218
Number of pages6
JournalStatistics and Probability Letters
Issue number3
StatePublished - Oct 15 1993

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


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