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
Ochiq kirishBronza
ABI
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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.
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