On the strong universal consistency of local averaging regression estimates

Matthias Hansmann (), Michael Kohler () and Harro Walk ()
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Matthias Hansmann: Technische Universität Darmstadt
Michael Kohler: Technische Universität Darmstadt
Harro Walk: Universität Stuttgart

Annals of the Institute of Statistical Mathematics, 2019, vol. 71, issue 5, No 9, 1233-1263

Abstract: Abstract A general result concerning the strong universal consistency of local averaging regression estimates is presented, which is used to extend previously known results on the strong universal consistency of kernel and partitioning regression estimates. The proof is based on ideas from Etemadi’s proof of the strong law of large numbers, which shows that these ideas are also useful in the context of strong laws of large numbers for conditional expectations in $$L_2$$ L 2 .

Keywords: Regression estimation; Strong universal consistency; Local averaging estimates; $$L_2$$ L 2 error (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1007/s10463-018-0674-9

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