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Almost Sure Convergence Properties of Nadaraya-Watson Regression Estimates

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Modeling Uncertainty

Part of the book series: International Series in Operations Research & Management Science ((ISOR,volume 46))

Abstract

For Nadaraya-Watson regression estimates with window kernel self-contained proofs of strong universal consistency for special bandwidths and of the corresponding Cesàro summability for general bandwidths are given.

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Walk, H. (2002). Almost Sure Convergence Properties of Nadaraya-Watson Regression Estimates. In: Dror, M., L’Ecuyer, P., Szidarovszky, F. (eds) Modeling Uncertainty. International Series in Operations Research & Management Science, vol 46. Springer, New York, NY. https://doi.org/10.1007/0-306-48102-2_10

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