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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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