Nearest neighbor regression with heavy-tailed errors (Q688376)
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English | 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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