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Strong consistency of nearest neighbor regression function estimators

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  • Cheng, Philip E.

Abstract

For a well-known class of nonparametric regression function estimators of nearest neighbor type the uniform measure of deviation from the estimators to the true regression function is studied. Under weak regularity conditions it is shown that the estimators are uniformly consistent with probability one and the corresponding rate of convergence is near-optimal.

Suggested Citation

  • Cheng, Philip E., 1984. "Strong consistency of nearest neighbor regression function estimators," Journal of Multivariate Analysis, Elsevier, vol. 15(1), pages 63-72, August.
    • Handle: RePEc:eee:jmvana:v:15:y:1984:i:1:p:63-72
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    Cited by:

    1. Cheng, Philip E., 1995. "A note on strong convergence rates in nonparametric regression," Statistics & Probability Letters, Elsevier, vol. 24(4), pages 357-364, September.

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