Use this link to cite:
http://hdl.handle.net/2183/863 Asymptotic properties of Local Polynomial regression with missing data and correlated errors
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Aparecerá en Annals of the Institute of Statistical Mathematics
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Abstract
The main objective of this work is the nonparametric estimation of
the regression function with correlated errors when observations are
missing in the response variable. Two nonparametric estimators of
the regression function are proposed. The asymptotic properties of
these estimators are studied; expresions for the bias and the variance
are obtained and the joint asymptotic normality is established. A
simulation study is also included.