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

Harro Walk

Journal of Multivariate Analysis, 2008, vol. 99, issue 6, 1035-1050

Abstract: For kn-nearest neighbor estimates of a regression Y on X (d-dimensional random vector X, integrable real random variable Y) based on observed independent copies of (X,Y), strong universal pointwise consistency is shown, i.e., strong consistency PX-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(YX=x).

Keywords: Conditional; expectation; Nearest; neighbor; regression; estimation; Strong; universal; pointwise; consistency; Strong; law; of; large; numbers (search for similar items in EconPapers)
Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(07)00090-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:99:y:2008:i:6:p:1035-1050

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().