A LAW OF THE ITERATED LOGARITHM FOR RANDOM WINDOW-WIDTH KERNEL ESTIMATOR OF A NONPARAMETRIC REGRESSION FUNCTION

Hong Shengyan

Journal of Systems Science & Complexity ›› 1990, Vol. 1 ›› Issue (4) : 356-363.

PDF(341 KB)
PDF(341 KB)
Journal of Systems Science & Complexity ›› 1990, Vol. 1 ›› Issue (4) : 356-363.
article

A LAW OF THE ITERATED LOGARITHM FOR RANDOM WINDOW-WIDTH KERNEL ESTIMATOR OF A NONPARAMETRIC REGRESSION FUNCTION

  • Hong Shengyan
Author information +
History +

Abstract

In this paper we study the estimation of the regression function. We establish a law ofthe iterated logarithm for the random window-width kernel estimator and, as an application, for a nearest neighbor estimator. These results give sharp pointwise rates of strong consistency of these estimators.

Key words

Regression function / random window-width kernel estimator / nearest neighbor estimator / law of the it

Cite this article

Download Citations
Hong Shengyan. A LAW OF THE ITERATED LOGARITHM FOR RANDOM WINDOW-WIDTH KERNEL ESTIMATOR OF A NONPARAMETRIC REGRESSION FUNCTION. Journal of Systems Science and Complexity, 1990, 1(4): 356-363
PDF(341 KB)

93

Accesses

0

Citation

Detail

Sections
Recommended

/