A universal strong law of large numbers for conditional expectations via nearest neighbors

DOI10.1016/j.jmva.2007.06.009zbMath1141.62029OpenAlexW2055599381MaRDI QIDQ928847

Harro Walk

Publication date: 11 June 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2007.06.009

zbMATH Keywords

strong law of large numbersconditional expectationnearest neighbor regression estimationstrong universal pointwise consistency

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Estimation in multivariate analysis (62H12) Strong limit theorems (60F15)

Related Items (5)

Distribution-free algorithms for predictive stochastic programming in the presence of streaming data ⋮ Rates of convergence for the \(k\)-nearest neighbor estimators with smoother regression functions ⋮ Ranking the importance of variables in nonlinear system identification ⋮ Optimal global rates of convergence for nonparametric regression with unbounded data ⋮ On the strong universal consistency of local averaging regression estimates

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