Conditional \(U\)-statistics for dependent random variables. (English) Zbl 0876.62041
Summary: W. Stute [Ann. Probab. 19, No. 2, 812-825 (1991; Zbl 0770.60035)] introduced a class of so-called \(U\)-statistics, which may be viewed as a generalization of the Nadaraya-Watson estimates of a regression function. In this paper, we extend the results from the independent case to the dependent case.
MSC:
62G20 | Asymptotic properties of nonparametric inference |
60F05 | Central limit and other weak theorems |