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Activity Number: 15
Type: Topic Contributed
Date/Time: Sunday, August 4, 2013 : 2:00 PM to 3:50 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #309396
Title: Convex Regression for Dependent Data
Author(s): Dragi Anevski*+
Companies: Lund University
Keywords:
Abstract:

We state pointwise limit distribution results for the least squares regression estimator of an unknown convex function that is measured with dependent errors assumed to constitute a stationary process. We treat two cases: i) weakly dependent mixing errors and ii) long range dependent errors.


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