A LAW OF THE ITERATED LOGARITHM FOR RANDOM WINDOW-WIDTH KERNEL ESTIMATOR OF A NONPARAMETRIC REGRESSION FUNCTION  

A LAW OF THE ITERATED LOGARITHM FOR RANDOM WINDOW-WIDTH KERNEL ESTIMATOR OF A NONPARAMETRIC REGRESSION FUNCTION

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作  者:洪圣岩 

机构地区:[1]Anhui University,Hefei,China

出  处:《Systems Science and Mathematical Sciences》1990年第4期356-363,共8页

摘  要: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,fora nearest neighbor estimator.These results give sharp pointwise rates of strong consistency ofthese estimators.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,fora nearest neighbor estimator.These results give sharp pointwise rates of strong consistency ofthese estimators.

关 键 词:Regression function RANDOM window-width kernel ESTIMATOR nearest neighbor ESTIMATOR law of the ITERATED LOGARITHM 

分 类 号:N94[自然科学总论—系统科学]

 

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