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Teoriya Veroyatnostei i ee Primeneniya, 2022, Volume 67, Issue 2, Pages 209–222
DOI: https://doi.org/10.4213/tvp5434 (Mi tvp5434) 		 
On a new estimation method of the Bernoulli regression function

P. Babilua, È. A. Nadaraya

Tbilisi Ivane Javakhishvili State University
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DOI: https://doi.org/10.4213/tvp5434
Abstract: A new estimator for a Bernoulli regression function based on Bernstein polynomials is constructed. Its consistency and asymptotic normality are studied. A criterion for testing the hypothesis on the form of a Bernoulli regression function and a criterion for testing the hypothesis on the equality of two Bernoulli regression functions are constructed. The consistency of these two criteria is studied.
Keywords: Bernstein polynomial, Bernoulli regression function, consistency, power of a criterion, one-sided alternatives.
Received: 04.09.2020
Accepted: 08.07.2021
Published: 22.04.2022
English version:
Theory of Probability and its Applications, 2022, Volume 67, Issue 2, Pages 163–174
DOI: https://doi.org/10.1137/S0040585X97T99085X
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: P. Babilua, È. A. Nadaraya, “On a new estimation method of the Bernoulli regression function”, Teor. Veroyatnost. i Primenen., 67:2 (2022), 209–222; Theory Probab. Appl., 67:2 (2022), 163–174
Citation in format AMSBIB
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\paper On a~new estimation method of the Bernoulli regression function
\jour Teor. Veroyatnost. i Primenen.
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\pages 209--222
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\transl
\jour Theory Probab. Appl.
\yr 2022
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\pages 163--174
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  • https://doi.org/10.4213/tvp5434
  • https://www.mathnet.ru/eng/tvp/v67/i2/p209
    • This publication is cited in the following 1 articles:
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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