Abstract

ABSTRACTConsider the following nonparametric regression model:where xni are known fixed design points from for some positive integer d ⩾ 1, g( · ) is an unknown regression function defined on A and ϵni are random errors. Under some suitable conditions, the asymptotic normality of the linear weighted estimator of g in the nonparametric regression model based on ρ-mixing errors is established. The key techniques used in the paper are the Rosenthal type inequality and the Bernstein’s bigblock and small-block procedure. The result obtained in the paper generalizes the corresponding ones for some dependent sequences.

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