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Asymptotic normality of recursive estimators under strong mixing conditions

The main purpose of this paper is to estimate the regression function by using a recursive nonparametric kernel approach. We derive the asymptotic normality for a general class of recursive kernel estimate of the regression function, under strong mixing conditions. Our purpose is to extend the work of Roussas and Tran [17] concerning the Devroye-Wagner estimate.

preprint2012arXivOpen access
Aboubacar Amiri
math.STStatistics Theory
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Aboubacar Amiri

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