Almost Sure Convergence of Nonparametric Begression Estimates

Citation:

Chen Xiru.Almost Sure Convergence of Nonparametric Begression Estimates[J].Chinese Annals of Mathematics B,1985,6(1):103~108
Page view: 698        Net amount: 966

Authors:

Chen Xiru;
Abstract: Let (X, Y), (X_i,Y_i), i=1,\cdots, n, be iid.R^d*R^1-ralued vandom vectors with E(|Y|) <\infinity and m(x) =E(Y|X=x) be the regression function. Select the weight functions W_ni(x) =W_ni(x; X_1,\cdots, X_n), and use m_n(x) =[\sum\limits_{i = 1}^n {{W_{ni}}(x){Y_i}} \] an estimator of m(x). This paper shows that [\mathop {\lim }\limits_{n \to \infty } \]m_n(X) =m(X), a. s., under weaker conditions.

Keywords:


Classification:

Download PDF Full-Text

主管单位:国家教育部 主办单位:复旦大学 地址:220 Handan Road, Fudan University, Shanghai, China E-mail:edcam@fudan.edu.cn

本系统由北京勤云科技发展有限公司提供技术支持