Weighted Nadaraya-Watson regression estimation

Statistics and Probability Letters

Volumn 51, Issue 3, 2001, Pages 307-318

  Cai, Zongwu ^a  

^a UNIVERSITY OF NORTH CAROLINA AT CHARLOTTE   (United States)

Author keywords

mixing; 62F35; 62M10; Asymptotic properties; Forecasting; Local linear smoothers; Minimax efficiency; Nadaraya Watson estimator; Nonparametric regression; Prediction interval; Primary 62G07; Secondary 62G20; Time series analysis

Indexed keywords

EID: 0038718616     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(00)00172-3     Document Type: Article

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