On the strong universal consistency of a recursive regression estimate by Pál Révész

DOI10.1016/S0167-7152(96)00030-2zbMath0909.62037MaRDI QIDQ1359720

László Györfi, Harro Walk

Publication date: 2 December 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

kernel estimationrecursionintegrated squared errorregression estimatestrong universal consistency

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Sequential estimation (62L12)

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Asymptotic confidence intervals for Poisson regression, Rates of convergence for the \(k\)-nearest neighbor estimators with smoother regression functions, \(L_1\)-consistent estimation of the density of residuals in random design regression models, Rates of convergence for partitioning and nearest neighbor regression estimates with unbounded data, Strong universal consistency of smooth kernel regression estimates, Strongly consistent density estimation of the regression residual, Optimal global rates of convergence for nonparametric regression with unbounded data, Universally consistent regression function estimation using hierarchical \(B\)-splines, On the strong universal consistency of local averaging regression estimates, Prediction from randomly right censored data, Distribution-free consistency of kernel non-parametric M-estimators.

Cites Work

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• Necessary and sufficient consistency conditions for a recursive kernel regression estimate
• On the almost everywhere convergence of nonparametric regression function estimates
• Consistent nonparametric regression. Discussion
• On the strong universal consistency of nearest neighbor regression function estimates