Consistent Window Estimation in Nonparametric Regression

Open Access

1 March 1980

journal article
Published by Institute of Mathematical Statistics in The Annals of Statistics

Vol. 8 (2) , 240-246
https://doi.org/10.1214/aos/1176344950

Abstract

Stone proved that nearest neighbor estimates of a nonparametric regression function are "universally" consistent. We show that the same holds for window estimates, and we obtain a rate of convergence under some restrictions.

Keywords

RATE OF CONVERGENCE
NONLINEAR REGRESSION
NONPARAMETRIC REGRESSION
NEAREST NEIGHBOR