Strong uniform consistency of nonparametric regression function estimates

kernel estimates nearest neighbor estimates nonparametric regression orthogonal series estimator rate of convergence rates of strong uniform consistency regressogram

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Review text

Let (X,Y) be an \({\mathbb{R}}^ d\times {\mathbb{R}}\)-valued random vector and let \(r(t)=E(Y| X=t)\) be the regression function of Y on X that has to be estimated from a sample \((X_ i,Y_ i)\), \(i=1,...,n\). We establish conditions ensuring that an estimate of the form \[ r_ n(t)=\sum^{n}_{i=1}Y_ i\phi_{ni}(t,X_ i)/\sum^{n}_{i=1}\phi_{ni}(t,X_ i), \] where \(\phi_{ni}(t,x)\) is a sequence of Borel measurable functions on \({\mathbb{R}}^ d\times {\mathbb{R}}^ d\), is uniformly strongly consistent with a certain rate of convergence. By applying this result we obtain rates of strong uniform consistency of the regressogram, kernel estimates, \(k_ n\)-nearest neighbor estimates and estimates based on orthogonal series.

Recommendations

Cites work

Cited in

(44)

This page was built for publication: Strong uniform consistency of nonparametric regression function estimates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1111287)