A LAW OF THE ITERATED LOGARITHM FOR NEIGHBOR-TYPE REGRESSION FUNCTION ESTIMATOR
Citation:
Hong Shengyan(洪圣岩).A LAW OF THE ITERATED LOGARITHM FOR NEIGHBOR-TYPE REGRESSION FUNCTION ESTIMATOR[J].Chinese Annals of Mathematics B,1992,13(2):180~195
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Authors:
Hong Shengyan(洪圣岩);
Abstract:
Let (X,Y) be a two-dimensional random variable.A law of the iterated logarithm is established for a smoothed neighboe-type estimator of the regression function $m(x)=E(Y|X=x)$ under conditions much weaker than needed for the Nadaraya-Watson estimator.Also the sharp pointwise rates of strong consistency of this estimator is discussed in detail.