On a universal strong law of large numbers for conditional expectations

DOI10.2307/3318748zbMATH Open0916.60035OpenAlexW2024649852MaRDI QIDQ1265754FDOQ1265754

Authors: Julian Leslie, Eugene F. Schuster, Andrzej S. Kozek 

Publication date: 8 March 1999

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1174937292

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zbMATH Keywords

nonparametric regressionkernel estimatorNadaraya-Watson estimatorstrong law of large numbersconditional expectationstrong convergenceuniversal convergence

Mathematics Subject Classification ID

Density estimation (62G07) Strong limit theorems (60F15)

Cited In (9)

• Distribution-free consistency of kernel non-parametric M-estimators.
• Title not available (Why is that?)
• Distribution-free algorithms for predictive stochastic programming in the presence of streaming data
• On the strong universal consistency of local averaging regression estimates
• A universal strong law of large numbers for conditional expectations via nearest neighbors
• On almost sure convergence of conditional empirical distribution functions
• Asymptotic confidence intervals for Poisson regression
• Strong universal consistency of smooth kernel regression estimates
• Strong universal pointwise consistency of some regression function estimates

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