Estimation of the essential supremum of a regression function

Michael Kohler, Adam Krzyzak and Harro Walk

Statistics & Probability Letters, 2011, vol. 81, issue 6, 685-693

Abstract: Given an independent and identically distributed sample of the distribution of an -valued random vector (X,Y), the problem of estimation of the essential supremum of the corresponding regression function is considered. Estimates are constructed, which converge almost surely to this value whenever the dependent variable Y satisfies some weak integrability condition.

Keywords: Essential; supremum; Nonparametric; regression; Strong; consistency (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (2)

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