A law of the iterated logarithm for neighbor-type regression function estimator (Q1207250)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A law of the iterated logarithm for neighbor-type regression function estimator |
scientific article; zbMATH DE number 149404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A law of the iterated logarithm for neighbor-type regression function estimator |
scientific article; zbMATH DE number 149404 |
Statements
A law of the iterated logarithm for neighbor-type regression function estimator (English)
0 references
1 April 1993
0 references
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.
0 references
nonparametric regression
0 references
law of the iterated logarithm
0 references
smoothed neighbour-type estimator
0 references
Nadaraya-Watson estimator
0 references
sharp pointwise rates of strong consistency
0 references