On the strong universal consistency of local averaging regression estimates
| Autor: | Matthias Hansmann, Michael Kohler, Harro Walk |
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| Rok vydání: | 2018 |
| Předmět: |
Statistics and Probability
05 social sciences Context (language use) Conditional expectation 01 natural sciences Regression Universal consistency 010104 statistics & probability Law of large numbers Kernel (statistics) 0502 economics and business Applied mathematics 0101 mathematics 050205 econometrics Mathematics |
| Zdroj: | Annals of the Institute of Statistical Mathematics. 71:1233-1263 |
| ISSN: | 1572-9052 0020-3157 |
| DOI: | 10.1007/s10463-018-0674-9 |
| Popis: | A general result concerning the strong universal consistency of local averaging regression estimates is presented, which is used to extend previously known results on the strong universal consistency of kernel and partitioning regression estimates. The proof is based on ideas from Etemadi’s proof of the strong law of large numbers, which shows that these ideas are also useful in the context of strong laws of large numbers for conditional expectations in $$L_2$$ . |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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