Nearest neighbor regression with heavy-tailed errors (Q688376)

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Nearest neighbor regression with heavy-tailed errors
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    Nearest neighbor regression with heavy-tailed errors (English)
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    19 January 1994
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    convergence rates
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    confidence intervals
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    nonparametric regression
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    heavy- tailed conditional error distributions
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    conditional variance
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    infinite variance case
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    strong uniform consistency
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    nearest neighbor estimator
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    higher conditional moments
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    domain of attraction of a stable law
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