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ON THE REGRESSION ESTIMATION FROM $\tilde{\rho}$-MIXING SAMPLES
Keywords:
regression, kernel estimate, $\tilde{\rho}$-mixingDOI:
https://doi.org/10.17654/0972086323001Abstract
We give the rate of the uniform convergence for the kernel estimate of the regression function over a sequence of compact sets which increases to $\mathbb{R}^{d}$ when n grows to infinity and the observed process is $\tilde{\rho}$-mixing. The used estimator for the regression function is the kernel estimator proposed by Nadaraya [10] and Watson [12].
Received: October 19, 2022; Revised: November 13, 2022; Accepted: December 15, 2022; Published: December 23, 202
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