A law of the iterated logarithm for neighbor-type regression function estimator (Q1207250)

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scientific article; zbMATH DE number 149404
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A law of the iterated logarithm for neighbor-type regression function estimator
scientific article; zbMATH DE number 149404

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    A law of the iterated logarithm for neighbor-type regression function estimator (English)
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    1 April 1993
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    Let \((X,Y)\) be a two-dimensional random variable. A law of the iterated logarithm is established for a smoothed neighbor-type estimator of the regression function \(m(x)=E(Y| X)\) under conditions much weaker than needed for the Nadaraya-Watson estimator. Also, sharp pointwise rates of strong consistency of this estimator are discussed in detail.
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    nonparametric regression
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    law of the iterated logarithm
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    smoothed neighbour-type estimator
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    Nadaraya-Watson estimator
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    sharp pointwise rates of strong consistency
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