Strong Consistency of Kernel Regression Estimate

Abstract

In this paper, regression function estimation from independent and identically distributed data is considered. We establish strong pointwise consistency of the famous Nadaraya-Watson estimator under weaker conditions which permit to apply kernels with unbounded support and even not integrable ones and provide a general approach for constructing strongly consistent kernel estimates of regression functions.

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W. Cui and M. Wei, "Strong Consistency of Kernel Regression Estimate," Open Journal of Statistics, Vol. 3 No. 3, 2013, pp. 179-182. doi: 10.4236/ojs.2013.33020.

Conflicts of Interest

The authors declare no conflicts of interest.

References

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