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On Asymptotic Properties of Local Linear Regression Predictor

Author

Listed:
  • Amina Kharoua

    (University Frères Mentouri, Constantine 1)

  • Kenza Assia Mezhoud

    (University Frères Mentouri, Constantine 1)

  • Zaher Mohdeb

    (University Salah Boubnider, Constantine 3)

Abstract

We study the almost complete convergence of the local linear regression estimator based on independent identically real random variables. Different settings of exponential inequalities are investigated here. Especially, uniform consistency is based upon Talagrand inequality. This estimator is advantageous since it was previously shown better, in some asymptotic properties than other non-parametric estimates. In a simulation study, we use a local linear estimator as a predictor, to validate our result.

Suggested Citation

  • Amina Kharoua & Kenza Assia Mezhoud & Zaher Mohdeb, 2024. "On Asymptotic Properties of Local Linear Regression Predictor," SN Operations Research Forum, Springer, vol. 5(4), pages 1-17, December.
    • Handle: RePEc:spr:snopef:v:5:y:2024:i:4:d:10.1007_s43069-024-00384-y
    DOI: 10.1007/s43069-024-00384-y
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    References listed on IDEAS

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    1. Uwe Einmahl & David M. Mason, 2000. "An Empirical Process Approach to the Uniform Consistency of Kernel-Type Function Estimators," Journal of Theoretical Probability, Springer, vol. 13(1), pages 1-37, January.
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