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A LAW OF THE ITERATED LOGARITHM FOR RANDOM WINDOW-WIDTH KERNEL ESTIMATOR OF A NONPARAMETRIC REGRESSION FUNCTION
Regression function random window-width
2007/8/7
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 neighbo...
Let (X,Y) be a pair of R~d×R~1-valued random variables. In thispaper we investigate the asymptotic properties of the L_1-norm kernel estimator of the conditional median function of Y on X. Under appro...