Almost sure convergence of nonparametric regression estimates
From MaRDI portal
Let (X,Y), \((X_ i,Y_ i)\), \(i=1,...,n\) be i.i.d. \(R^ d\times R^ 1\)-valued random vectors with \(E(| Y|)<\infty\) and \(m(x)=E(Y| X=x)\) the regression function. Select the weight functions \(W_{ni}(x)=W_{ni}(x;X_ 1,...,X_ n),\) and use \(m_ n(x)=\sum^{n}_{i=1}W_{ni}(x)Y_ i\) as an estimator of m(x). This paper shows that \(\lim_{n\to \infty}m_ n(X)=m(X)\), a.s., under weaker conditions.
Recommendations
- Strong convergence of kernel estimates of nonparametric regression functions
- scientific article; zbMATH DE number 3862236
- scientific article; zbMATH DE number 3940438
- Strong uniform consistency of nonparametric regression function estimates
- Convergence presque sûre de l'estimateur à noyau d'une fonction de régression additive sous une hypothèse de mélange
Cited in
(12)- On almost sure convergence of conditional empirical distribution functions
- Consistent nonparametric estimation of error distributions in linear model
- Admissibility of linear estimators of regression coefficients under quadratic loss
- scientific article; zbMATH DE number 3862236 (Why is no real title available?)
- scientific article; zbMATH DE number 3982281 (Why is no real title available?)
- scientific article; zbMATH DE number 167282 (Why is no real title available?)
- Convergence presque sûre de l'estimateur à noyau d'une fonction de régression additive sous une hypothèse de mélange
- An answer to Li's problem
- Nonparametric regression with interval-censored data
- Almost surely consistent nonparametric regression from recursive partitioning schemes
- Pointwise and uniform convergence with probability 1 of nonparametric regression estimators
- Rate of pointwise and uniform convergence with probability 1 of nonparametric estimates of a regression function and its derivatives
This page was built for publication: Almost sure convergence of nonparametric regression estimates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1059345)
