OJS  Vol.3 No.3 , June 2013
Strong Consistency of Kernel Regression Estimate
Author(s) Wenquan Cui, Meng Wei
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.


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.
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