ABOUT NONPARAMETRIC ESTIMATOR OF THE BERNOULLI REGRESSION FUNCTION

Author: Petre Babilua
Co-authors: NADARAYA ELIZBAR, SOKHADZE GRIGOL
Keywords: Bernoulli regression, kernel estimation, Wiener process
Annotation:

The limiting distribution of the integral square deviation of estimator Nadaraya-Watson of the Bernoulli regression function is studied. Is introduced new integral type random process and is studied question of convergence of this process to the Wiener process

Lecture files:

ABOUT NONPARAMETRIC ESTIMATION OF THE BERNOULLI REGRESSION FUNCTION [en]
ბერნულის რეგრესიის ფუნქციის არაპარამეტრული შეფასების შესახებ [ka]