IDEAS home Printed from https://ideas.repec.org/a/spr/aistmt/v57y2005i4p665-685.html
   My bibliography  Save this article

Strong universal consistency of smooth kernel regression estimates

Author

Listed:
  • Harro Walk

Abstract

No abstract is available for this item.

Suggested Citation

  • Harro Walk, 2005. "Strong universal consistency of smooth kernel regression estimates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(4), pages 665-685, December.
  • Handle: RePEc:spr:aistmt:v:57:y:2005:i:4:p:665-685
    DOI: 10.1007/BF02915432
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/BF02915432
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/BF02915432?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Miroslaw Pawlak, 1991. "On the almost everywhere properties of the kernel regression estimate," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(2), pages 311-326, June.
    2. Györfi L. & Kohler M. & Walk H., 1998. "Weak And Strong Universal Consistency Of Semi-Recursive Kernel And Partitioning Regression Estimates," Statistics & Risk Modeling, De Gruyter, vol. 16(1), pages 1-18, January.
    3. Györfi, László & Walk, Harro, 1997. "On the strong universal consistency of a recursive regression estimate by Pál Révész," Statistics & Probability Letters, Elsevier, vol. 31(3), pages 177-183, January.
    4. Harro Walk, 2001. "Strong Universal Pointwise Consistency of Recursive Regression Estimates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(4), pages 691-707, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Györfi László & Walk Harro, 2013. "Rate of convergence of the density estimation of regression residual," Statistics & Risk Modeling, De Gruyter, vol. 30(1), pages 55-74, March.
    2. Györfi, László & Walk, Harro, 2012. "Strongly consistent density estimation of the regression residual," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 1923-1929.
    3. Matthias Hansmann & Michael Kohler & Harro Walk, 2019. "On the strong universal consistency of local averaging regression estimates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(5), pages 1233-1263, October.
    4. Sheng, Baohuai & Zhu, Hancan, 2018. "The convergence rate of semi-supervised regression with quadratic loss," Applied Mathematics and Computation, Elsevier, vol. 321(C), pages 11-24.
    5. Ahmed Ouazza & Noureddine Rhomari & Zoubir Zarrouk, 2022. "Kernel method to estimate nonlinear structural equation models," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(5), pages 3465-3480, October.
    6. Walk, Harro, 2010. "Strong consistency of kernel estimates of regression function under dependence," Statistics & Probability Letters, Elsevier, vol. 80(15-16), pages 1147-1156, August.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Matthias Hansmann & Michael Kohler & Harro Walk, 2019. "On the strong universal consistency of local averaging regression estimates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(5), pages 1233-1263, October.
    2. Kohler, Michael & Krzyzak, Adam, 2007. "Asymptotic confidence intervals for Poisson regression," Journal of Multivariate Analysis, Elsevier, vol. 98(5), pages 1072-1094, May.
    3. Kohler, Michael & Máthé, Kinga & Pintér, Márta, 2002. "Prediction from Randomly Right Censored Data," Journal of Multivariate Analysis, Elsevier, vol. 80(1), pages 73-100, January.
    4. Kohler, Michael & Krzyzak, Adam & Walk, Harro, 2006. "Rates of convergence for partitioning and nearest neighbor regression estimates with unbounded data," Journal of Multivariate Analysis, Elsevier, vol. 97(2), pages 311-323, February.
    5. Györfi, László & Walk, Harro, 2012. "Strongly consistent density estimation of the regression residual," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 1923-1929.
    6. Kohler, Michael, 1999. "Universally Consistent Regression Function Estimation Using Hierarchial B-Splines," Journal of Multivariate Analysis, Elsevier, vol. 68(1), pages 138-164, January.
    7. Aboubacar Amiri, 2013. "Asymptotic normality of recursive estimators under strong mixing conditions," Statistical Inference for Stochastic Processes, Springer, vol. 16(2), pages 81-96, July.
    8. Guessoum Zohra & Ould-Said Elias, 2009. "On nonparametric estimation of the regression function under random censorship model," Statistics & Risk Modeling, De Gruyter, vol. 26(3), pages 159-177, April.
    9. Elias Ould-Saïd & Mohamed Lemdani, 2006. "Asymptotic Properties of a Nonparametric Regression Function Estimator with Randomly Truncated Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(2), pages 357-378, June.
    10. Michael Kohler, 2002. "Universal Consistency of Local Polynomial Kernel Regression Estimates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(4), pages 879-899, December.
    11. Vidal-Sanz, Jose M., 2004. "Pointwise universal consistency of nonparametric linear estimators," DEE - Working Papers. Business Economics. WB wb045821, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    12. Kozek, Andrzej S. & Pawlak, Miroslaw, 2002. "Distribution-free consistency of kernel non-parametric M-estimators," Statistics & Probability Letters, Elsevier, vol. 58(4), pages 343-353, July.
    13. Harro Walk, 2001. "Strong Universal Pointwise Consistency of Recursive Regression Estimates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(4), pages 691-707, December.
    14. Walk, Harro, 2008. "A universal strong law of large numbers for conditional expectations via nearest neighbors," Journal of Multivariate Analysis, Elsevier, vol. 99(6), pages 1035-1050, July.
    15. Michael Kohler & Adam Krzyżak & Harro Walk, 2003. "Strong consistency of automatic kernel regression estimates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(2), pages 287-308, June.
    16. Samuel Kotz & Tomasz Kozubowski & Krzysztof Podgórski, 2002. "Maximum Likelihood Estimation of Asymmetric Laplace Parameters," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(4), pages 816-826, December.
    17. Matthias Hansmann & Benjamin M. Horn & Michael Kohler & Stefan Ulbrich, 2022. "Estimation of conditional distribution functions from data with additional errors applied to shape optimization," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(3), pages 323-343, April.
    18. Salah, Khardani & Yousri, Slaoui, 2019. "Nonparametric relative regression under random censorship model," Statistics & Probability Letters, Elsevier, vol. 151(C), pages 116-122.
    19. Devroye, Luc & Felber, Tina & Kohler, Michael & Krzyżak, Adam, 2012. "L1-consistent estimation of the density of residuals in random design regression models," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 173-179.
    20. Liang, Han-Ying & Li, Deli & Qi, Yongcheng, 2009. "Strong convergence in nonparametric regression with truncated dependent data," Journal of Multivariate Analysis, Elsevier, vol. 100(1), pages 162-174, January.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:57:y:2005:i:4:p:665-685. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.