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Strong Consistency of Kernel Regression Estimate

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DOI: 10.4236/ojs.2013.33020    5,177 Downloads   7,251 Views   Citations

ABSTRACT

In this paper, regression function estimation from independent and identically distributed data is considered. We establish strong pointwise consistency of the famous Nadaraya-Watson estimator under weaker conditions which permit to apply kernels with unbounded support and even not integrable ones and provide a general approach for constructing strongly consistent kernel estimates of regression functions.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

W. Cui and M. Wei, "Strong Consistency of Kernel Regression Estimate," Open Journal of Statistics, Vol. 3 No. 3, 2013, pp. 179-182. doi: 10.4236/ojs.2013.33020.

References

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