Limit Theorems in the Nonparametric Conditional Single-Index <i>U</i>-Processes for Locally Stationary Functional Random Fields under Stochastic Sampling Design

Limit Theorems in the Nonparametric Conditional Single-Index <i>U</i>-Processes for Locally Stationary Functional Random Fields under Stochastic Sampling Design

In his work published in (Ann. Probab. 19, No. 2 (1991), 812–825), W. Stute introduced the notion of conditional <i>U</i>-statistics, expanding upon the Nadaraya–Watson estimates used for regression functions. Stute illustrated the pointwise consistency and asymptotic normality of these...

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Bibliographic Details
Main Author: Salim Bouzebda
Format: Article
Language:English
Published: MDPI AG 2024-06-01
Series:Mathematics
Subjects:
locally stationary random field
irregularly spaced data
single-index conditional U-statistics
empirical processes
functional data
conditional U-processes
Online Access:https://www.mdpi.com/2227-7390/12/13/1996

Internet

https://www.mdpi.com/2227-7390/12/13/1996

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