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Kybernetika 31(4):375-384, 1995.

Strong Consistency of Regression Function

Zhang Shuang Lin


Abstract:

Let $m_{n}(x)$ and $M_{n}(x)$ be a partitioning estimate and the kernel estimate, respectively, of a regression function $ m(x)=E(Y\vert X=x)$ for the i.i.d. sample $(X_{1},Y_{1}),\ldots , (X_{n},Y_{n})$. Under the condition $E \vert Y\vert^p <\infty $, where $p>1$, and some conditions on the partition and the kernel function, the strong $L_{1}$-consistency is proved.


Keywords:


AMS:


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BIB TeX

@article{kyb:1995:4:375-384,

author = {Lin, Zhang Shuang},

title = {Strong Consistency of Regression Function},

journal = {Kybernetika},

volume = {31},

year = {1995},

number = {4},

pages = {375-384}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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