Theory of Probability and Mathematical Statistics
Generalized Nadaraya–Watson estimator for observations from mixture
H. M. Dychko, R. E. Maiboroda
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Abstract: A generalization of Nadaraya–Watson kernel regression estimators is considered for estimation by observations from a mixture with varying concentrations. Consistency and asymptotic normality of the estimators are shown.
Keywords: mixture with varying concentrations, nonparametric regression, asymptotic normality, Nadaraya–Watson estimator.
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