核加权平均估计的渐近正态性

Afrika Statistika Pub Date : 2022-04-01 DOI:10.16929/as/2022.3237.305

Brahima Soro, O. Hili

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引用次数: 0

摘要

本文给出了核加权平均的一组一般正态性结果。我们将Yao(2017)的独立数据a s的现有文献结果扩展到平稳依赖的纵向数据。在\(\alpha\) -混合条件下，研究了所提加权平均值的渐近性质。这些结果对基于非参数核方法的协方差函数估计有一定的指导意义。

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Asymptotic normality for kernel weighted averages estimation

This paper presents a set of general normality results for kernel weighted averages. We extend existing results in literature for independent data a s in Yao (2017) to stationary dependent longitudinal data. The asymptotic properties of the proposed weighted averages are investigated under \(\alpha\)-mixing conditions. These results are useful for covariance function estimation based on nonparametric kernel method.

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Afrika Statistika

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