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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2022 Volume 67, Issue 2, Pages 209–222 (Mi tvp5434)

On a new estimation method of the Bernoulli regression function

P. Babilua, È. A. Nadaraya

Tbilisi Ivane Javakhishvili State University

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

DOI: 10.4213/tvp5434


 English version:
Theory of Probability and its Applications, 2022, 67:2, 163–174

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© Steklov Math. Inst. of RAS, 2025