Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
We obtain uniform consistency results for kernel-weighted sample covariances in a nonstationary multiple regression framework that allows for both fixed design and random design coefficient variation. In the fixed design case these nonparametric sample covariances have different uniform asymptotic r...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2016
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1944 https://ink.library.smu.edu.sg/context/soe_research/article/2943/viewcontent/UniformConsistencyNonStationaryKernel_2013_pp.pdf |
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| Institution: | Singapore Management University |
| Language: | English |