TITLE:
Strong Consistency of Kernel Regression Estimate
AUTHORS:
Wenquan Cui, Meng Wei
KEYWORDS:
Kernel Regression Estimator; Bandwidth; Strong Pointwise Consistency
JOURNAL NAME:
Open Journal of Statistics,
Vol.3 No.3,
June
18,
2013
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.