Authors
Citation
Zs. Lin, STRONG CONSISTENCY OF REGRESSION FUNCTION ESTIMATES, Kybernetika, 31(4), 1995, pp. 375-384
Citations number
15
Categorie Soggetti
Controlo Theory & Cybernetics","Computer Science Cybernetics
Journal title
ISSN journal
00235954
Volume
31
Issue
4
Year of publication
1995
Pages
375 - 384
Database
ISI
SICI code
0023-5954(1995)31:4<375:SCORFE>2.0.ZU;2-N
Abstract
Let m(n)(x) and M(n)(x) be a partitioning estimate and the kernel esti
mate, respectively, of a regression function m(x) = E(Y/X = m) for the
i.i.d. sample (X(1),Y-1),...,(X(n), Y-n). Under the condition E\Y\(p)
< infinity, where p > I, and some conditions on the partition and the
kernel function, the strong L(1)-consistency is proved.