Strong Consistency of Kernel Regression Estimate

• 作者: Meng Wei Wenquan Cui
• 来源期刊: 统计学期刊(英文)
• 学科: 数学
• 关键词: KERNEL Regression ESTIMATOR BANDWIDTH Strong POINTWISE CONSISTENCY
• 年，卷（期）: 2013,（3）
• 页码范围: 179-182
• 页数: 4页
• 分类号: O1

摘要

In this paper, regression function estimation from independent and identically distributed data is considered. We establish strong pointwise consistency of the famous Nadaraya-Watson estimator under weaker conditions which permit to apply kernels with unbounded support and even not integrable ones and provide a general approach for constructing strongly consistent kernel estimates of regression functions.