Nearest neighbor regression with heavy-tailed errors

DOI10.1214/AOS/1176349144zbMath0779.62036OpenAlexW2034496425MaRDI QIDQ688376

Hari Mukerjee

Publication date: 19 January 1994

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349144

zbMATH Keywords

convergence ratesconfidence intervalsnonparametric regressionconditional variancestrong uniform consistencynearest neighbor estimatordomain of attraction of a stable lawheavy- tailed conditional error distributionshigher conditional momentsinfinite variance case

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15)

Related Items (2)

A note on strong convergence rates in nonparametric regression ⋮ Asymptotic behavior of encompassing test for independent processes: Case of linear and nearest neighbor regressions

This page was built for publication: Nearest neighbor regression with heavy-tailed errors