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The Optimal Risk Of Estimator Of Conditional Distribution Function In A Model Of Heteroscedastic Regression With Weakly Dependent Observations, Farkhad Abdikalikov, Laura Reymova
The Optimal Risk Of Estimator Of Conditional Distribution Function In A Model Of Heteroscedastic Regression With Weakly Dependent Observations, Farkhad Abdikalikov, Laura Reymova
Bulletin of National University of Uzbekistan: Mathematics and Natural Sciences
Paper is devoted to estimation of conditional distribution function in heteroscedastical regression model, in which responses are α-mixing random variables. It is found the expression for mean square deviation of estimator and optimal window width sequence.