{"title":"Asymptotic normality for kernel weighted averages estimation","authors":"Brahima Soro, O. Hili","doi":"10.16929/as/2022.3237.305","DOIUrl":null,"url":null,"abstract":"This paper presents a set of general normality results for kernel weighted averages. We extend existing results in literature for independent data a s in Yao (2017) to stationary dependent longitudinal data. The asymptotic properties of the proposed weighted averages are investigated under \\(\\alpha\\)-mixing conditions. These results are useful for covariance function estimation based on nonparametric kernel method.","PeriodicalId":430341,"journal":{"name":"Afrika Statistika","volume":"34 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2022-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Afrika Statistika","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.16929/as/2022.3237.305","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
This paper presents a set of general normality results for kernel weighted averages. We extend existing results in literature for independent data a s in Yao (2017) to stationary dependent longitudinal data. The asymptotic properties of the proposed weighted averages are investigated under \(\alpha\)-mixing conditions. These results are useful for covariance function estimation based on nonparametric kernel method.