Статья

The optimal risk of estimator of conditional distribution function in a model of heteroscedastic regression with weakly dependent observations

Farkhad AbdikalikovState University, Nukus, UzbekistanLaura ReymovaState University, Nukus, Uzbekistan

Bulletin of National University of Uzbekistan Mathematics and Natural Sciencesjournal2018en

ABI

Аннотация

Paper is devoted to estimation of conditional distribution function in heteroscedastical regression model, in which responses are α-mixing random variables. It is found the expression for mean square deviation of estimator and optimal window width sequence.

Темы

Advanced Statistical Methods and Models Analysis of environmental and stochastic processes Advanced Computational Techniques in Science and Engineering

Идентификаторы

DOI: 10.56017/2181-1318.1041

Цитирования и источники

Цитирований: 0Использованных источников: 2

Показатели — AkademScholar · Скоро