Please use this identifier to cite or link to this item:
https://hdl.handle.net/20.500.14279/1277| Title: | Minimum distance regression-type estimates with rates under weak dependence | Authors: | Roussas, George G. Yatracos, Yannis G. Roussas, George G. |
Major Field of Science: | Natural Sciences | Keywords: | Regression analysis;Entropy;Estimation | Issue Date: | 1996 | Source: | Annals of the Institute of Statistical Mathematics, 1996, vol. 48, no. 2, pp. 267-281 | Volume: | 48 | Issue: | 2 | Start page: | 267 | End page: | 281 | Journal: | Annals of the Institute of Statistical Mathematics | Abstract: | Under weak dependence, a minimum distance estimate is obtained for a smooth function and its derivatives in a regression-type framework. The upper bound of the risk depends on the Kolmogorov entropy of the underlying space and the mixing coefficient. It is shown that the proposed estimates have the same rate of convergence, in the L 1-norm sense, as in the independent case. | URI: | https://hdl.handle.net/20.500.14279/1277 | ISSN: | 15729052 | DOI: | 10.1007/BF00054790 | Rights: | © Springer Nature | Type: | Article | Affiliation : | University of California Université de Montréal |
| Appears in Collections: | Άρθρα/Articles |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 10.1007_BF00054790.pdf | 660.92 kB | Adobe PDF | View/Open |
CORE Recommender
SCOPUSTM
Citations
4
checked on Nov 9, 2023
WEB OF SCIENCETM
Citations
3
Last Week
0
0
Last month
0
0
checked on Oct 13, 2023
Page view(s) 5
559
Last Week
4
4
Last month
25
25
checked on Apr 30, 2024
Download(s)
401
checked on Apr 30, 2024
Google ScholarTM
Check
Altmetric
Items in KTISIS are protected by copyright, with all rights reserved, unless otherwise indicated.