Smooth Nonparametric Regression Analysis.

Abstract

This work investigates properties of the Watson type estimator of the regression function E<Y bar X = x> of a bivariate random vector (X,Y). Pointwise weak consistency of the estimator is demonstrated. Sufficient conditions are given for asymptotic joint normality of the estimator taken at a finite number of distinct points, and for the uniform consistency of the estimator over a bounded interval. A large sample confidence band for the regression function, based on the estimator, is derived. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1979
Accession Number
ADA076378

Entities

People

  • Gordon J. Johnston

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Asymptotic Normality
  • Data Science
  • Distribution Functions
  • Gaussian Processes
  • Information Science
  • Kernel Functions
  • Normal Distribution
  • Normality
  • North Carolina
  • Probability
  • Probability Density Functions
  • Random Variables
  • Regression Analysis
  • Statistical Algorithms
  • Statistics
  • Stochastic Processes
  • Surveys

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Calculus or Mathematical Analysis
  • Regression Analysis.