Accession Number:

ADA076378

Title:

Smooth Nonparametric Regression Analysis.

Descriptive Note:

Technical rept.,

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL INST OF STATISTICS

Personal Author(s):

• Johnston,Gordon J.

Report Date:

1979-09-01

Pagination or Media Count:

89.0

Abstract:

This work investigates properties of the Watson type estimator of the regression function EY 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

Descriptors:

• *NONPARAMETRIC STATISTICS
• ESTIMATES
• KERNEL FUNCTIONS
• REGRESSION ANALYSIS
• BIVARIATE ANALYSIS
• CONFIDENCE LEVEL
• ASYMPTOTIC NORMALITY
• GAUSSIAN QUADRATURE

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE