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Strong Consistency of Kernel Regression Estimate

¹ Department of Statistics and Finance, University of Science and Technology of China, Hefei, China
² Department of Statistics and Finance, University of Science and Technology of China, Hefei, China

Open Journal of Statistics·Volume 03 (2013)·Pages 179–182·Published 13 June 2013·DOI10.4236/ojs.2013.33020

Abstract

In this paper, regression function estimation from independent and identically distributed data is considered. We es tablish 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.

KeywordsKernel Regression EstimatorBandwidthStrong Pointwise Consistency

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Strong Consistency of Kernel Regression Estimate

Abstract

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