On a universal strong law of large numbers for conditional expectations

DOI10.2307/3318748zbMath0916.60035OpenAlexW2024649852MaRDI QIDQ1265754

Julian Leslie, Eugene F. Schuster, Andrzej S. Kozek

Publication date: 8 March 1999

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1174937292

zbMATH Keywords

strong convergencestrong law of large numbersNadaraya-Watson estimatorconditional expectationkernel estimatornonparametric regressionuniversal convergence

Mathematics Subject Classification ID

Density estimation (62G07) Strong limit theorems (60F15)

Related Items (7)

Asymptotic confidence intervals for Poisson regression ⋮ Distribution-free algorithms for predictive stochastic programming in the presence of streaming data ⋮ A universal strong law of large numbers for conditional expectations via nearest neighbors ⋮ Strong universal consistency of smooth kernel regression estimates ⋮ Strong universal pointwise consistency of some regression function estimates ⋮ On the strong universal consistency of local averaging regression estimates ⋮ Distribution-free consistency of kernel non-parametric M-estimators.

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