A universal strong law of large numbers for conditional expectations via nearest neighbors

被引：0
|
作者：
Walk, Harro [1 ]
机构：
[1] Univ Stuttgart, Fachbereich Math, D-70569 Stuttgart, Germany
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 2008年 / 99卷 / 06期
关键词：
conditional expectation; nearest neighbor regression estimation; strong universal pointwise consistency; strong law of large numbers;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
For k(n)-nearest neighbor estimates of a regression Y on X (d-dimensional random vector X, integrable real random variable V) based on observed independent copies of (X, Y), strong universal pointwise consistency is shown, i.e., strong consistency P-X-almost everywhere for general distribution of (X, Y). With tie-breaking by indices, this means validity of a universal strong law of large numbers for conditional expectations E(Y\X = x). (C) 2007 Elsevier Inc. All rights reserved.
引用
收藏
页码：1035 / 1050
页数：16
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