Explicit Formula for Asymptotic Higher Moments of the Nadaraya-Watson Estimator

The Nadaraya-Watson estimator is certainly the most popular nonparametric regression estimator. The asymptotic bias and variance of this estimator, say m̂(x), are well known. Nevertheless, its higher moments are rarely mentioned in the literature. In this paper, explicit formulas for asymptotic high...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Sankhya. Series. A 2014-02, Vol.76 (1), p.77-100
1. Verfasser:	Geenens, Gery
Format:	Artikel
Sprache:	eng
Schlagworte:	Asymptotic methods Confidence interval Estimating techniques Estimation bias Estimators Gaussian distributions Integers Kurtosis Mathematical moments Mathematics and Statistics Probability distribution Random variables Regression analysis Skewed distribution Statistical Theory and Methods Statistics Statistics and Computing/Statistics Programs Wands
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!