关联函数数据条件分布估计的渐近性质

IF 1.1 Q3 ECONOMICS

Econometrics Pub Date : 2022-09-01 DOI:10.15611/eada.2022.3.02

Mohamed Mehdi Hamri, Abdassamad Dib, A. Rabhi

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引用次数: 0

摘要

摘要本文的目的是用核方法研究在可分离实希尔伯特空间中，当观测值是拟相关的时，给定随机变量取值的标量响应变量的条件密度函数的非参数估计。在某些一般条件下，作者建立了与该估计量的速率的逐点几乎完全一致性。主要目的是研究所提出的估计量的收敛速度。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Asymptotic Properties of the Estimator of the Conditional Distribution for Associated Functional Data

Abstract The purpose of the paper was to investigate by the kernel method a nonparametric estimate of the conditional density function of a scalar response variable given a random variable taking values in a separable real Hilbert space when the observations are quasi-associated dependent. Under some general conditions, the authors established the pointwise almost complete consistencies with rates of this estimator. The principal aim is the investigate the convergence rate of the proposed estimator.

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来源期刊

Econometrics Economics, Econometrics and Finance-Economics and Econometrics

CiteScore

2.40

自引率

20.00%

发文量

审稿时长

11 weeks