TY - JOUR
T1 - Estimating error correlation in nonparametric regression
AU - Altman, Naomi Simone
N1 - Funding Information:
This work was supported by a Natural Sciences and Engineering Research Council of Canada Grant 151410 NYF. Much of this work was completed while the author was in the Department
PY - 1993/10/15
Y1 - 1993/10/15
N2 - 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.
AB - 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.
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U2 - 10.1016/0167-7152(93)90219-9
DO - 10.1016/0167-7152(93)90219-9
M3 - Article
AN - SCOPUS:38249001266
SN - 0167-7152
VL - 18
SP - 213
EP - 218
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
IS - 3
ER -