Abstract
Stone proved that nearest neighbor estimates of a nonparametric regression function are "universally" consistent. We show that the same holds for window estimates, and we obtain a rate of convergence under some restrictions.
Citation
C. Spiegelman. J. Sacks. "Consistent Window Estimation in Nonparametric Regression." Ann. Statist. 8 (2) 240 - 246, March, 1980. https://doi.org/10.1214/aos/1176344950
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