On asymptotic behavior of Nadaraya-Watson regression estimator

作     者：Li, Jiexiang 

作者机构：Coll Charleston Dept Math Robert Scott Small Room 339 Charleston SC 29424 USA 

出 版 物：《COMMUNICATIONS IN STATISTICS-THEORY AND METHODS》 (统计学通讯：理论与方法)

年 卷 期：2016年第45卷第19期

页      面：5751-5761页

核心收录：

学科分类：0202[经济学-应用经济学] 02[经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 

主　　题：Asymptotic normality Nadaraya-Watson regression estimator Random field Regression function Primary 62G08 62E20 Secondary 62M40 

摘      要：The random field (X-i, Y-i), is dependent and assumed to satisfy some mild mixing conditions. In this article, a Nadaraya-Watson regression estimator (N. W. R. E.) is established and investigated. We show that the distribution of the N. W. R. E. is asymptotically normal under some commonly used conditions.