Nearest neighbor regression with heavy-tailed errors

DOI10.1214/AOS/1176349144MaRDI QIDQ688376zbMATH OpenOpenAlexFDO

Authors Hari Mukerjee

Publication date 19 January 1994

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176349144

zbMATH Keywords

conditional varianceconfidence intervalsconvergence ratesdomain of attraction of a stable lawheavy- tailed conditional error distributionshigher conditional momentsinfinite variance casenearest neighbor estimatornonparametric regressionstrong uniform consistency

Mathematics Subject Classification ID

Strong limit theorems (60F15) Asymptotic distribution theory in statistics (62E20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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(8)

• Nearest neighbor estimates of regression
• A note on strong convergence rates in nonparametric regression
• Polya tree-based nearest neighborhood regression
• Convergence rates of least squares regression estimators with heavy-tailed errors
• Time-series near-neighbor regression
• Nearest-neighbour estimation of semiparametric regression models
• scientific article; zbMATH DE number 1500157 (Why is no real title available?)
• Asymptotic behavior of encompassing test for independent processes: case of linear and nearest neighbor regressions

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