DISTRIBUTION FREE LAWS OF THE ITERATED LOGARITHM FOR KERNEL ESTIMATOR OF REGRESSION FUNCTION BASED ON DIRECTIONAL DATA

Citation:

WANG Xiaoming,ZHAO Lincheng,WU Yaohua.DISTRIBUTION FREE LAWS OF THE ITERATED LOGARITHM FOR KERNEL ESTIMATOR OF REGRESSION FUNCTION BASED ON DIRECTIONAL DATA[J].Chinese Annals of Mathematics B,2000,21(4):489~498
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Authors:

WANG Xiaoming; ZHAO Lincheng;WU Yaohua

Foundation:

Project supported by the National Natural Science Foundation of China (Nos. 19631040; 19971085), the Doctoral Program Foundation of the Ministry of Education of China and the Special Foundation of Academia Sinica.
Abstract: The authors derive laws of the iterated logarithm for kernel estimator of regression function based on directional data. The results are distribution free in the sense that they are true for all distributions of design variable.

Keywords:

Directional data, Laws of the iterated logrithm, Regression function kernel estimator, Strong convergence rates

Classification:

62G05
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