On Asymptotic Properties of Local Linear Regression Predictor

Amina Kharoua (), Kenza Assia Mezhoud () and Zaher Mohdeb ()
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Amina Kharoua: University Frères Mentouri, Constantine 1
Kenza Assia Mezhoud: University Frères Mentouri, Constantine 1
Zaher Mohdeb: University Salah Boubnider, Constantine 3

SN Operations Research Forum, 2024, vol. 5, issue 4, 1-17

Abstract: Abstract We study the almost complete convergence of the local linear regression estimator based on independent identically real random variables. Different settings of exponential inequalities are investigated here. Especially, uniform consistency is based upon Talagrand inequality. This estimator is advantageous since it was previously shown better, in some asymptotic properties than other non-parametric estimates. In a simulation study, we use a local linear estimator as a predictor, to validate our result.

Keywords: Local linear regression estimator; Almost complete convergence; Talagrand inequality; Uniform consistency (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s43069-024-00384-y

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