Strong Consistency of Kernel Regression Estimate

DOI: 10.4236/ojs.2013.33020   PDF   HTML   XML   5,401 Downloads   7,597 Views   Citations


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.


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