Smooth Nonparametric Regression Analysis.
NORTH CAROLINA UNIV AT CHAPEL HILL INST OF STATISTICS
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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
- Statistics and Probability