Nonparametric estimation of a multivariate multiple regression function |
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Authors: | M. Samanta R. X. Mugisha |
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Affiliation: | 1. Department of Statistics, University of Manitoba, R3T 2N2, Winnipeg, Manitoba, Canada 2. Department of Statistics, University of Manitoba, R3T 2N2, Winnipeg, Manitoba, Canada
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Abstract: | Let (X1, X2, Y1, Y2) be a four dimensional random variable having the joint probability density function f(x1, x2, y1, y2). In this paper we consider the problem of estimating the regression function ({{E[(_{Y_2 }^{Y_1 } )} mathord{left/ {vphantom {{E[(_{Y_2 }^{Y_1 } )} {_{X_2 = X_2 }^{X_1 = X_1 } }}} right. kern-0em} {_{X_2 = X_2 }^{X_1 = X_1 } }}]) on the basis of a random sample of size n. We have proved that under certain regularity conditions the kernel estimate of this regression function is uniformly strongly consistent. We have also shown that under certain conditions the estimate is asymptotically normally distributed. |
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