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  1. Annals of the Institute of Statistical Mathematics
  2. Annals of the Institute of Statistical Mathematics : Volume 55
  3. Annals of the Institute of Statistical Mathematics : Volume 55, Issue 2, June 2003
  4. Strong consistency of automatic kernel regression estimates
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Annals of the Institute of Statistical Mathematics : Volume 69
Annals of the Institute of Statistical Mathematics : Volume 68
Annals of the Institute of Statistical Mathematics : Volume 67
Annals of the Institute of Statistical Mathematics : Volume 66
Annals of the Institute of Statistical Mathematics : Volume 65
Annals of the Institute of Statistical Mathematics : Volume 64
Annals of the Institute of Statistical Mathematics : Volume 63
Annals of the Institute of Statistical Mathematics : Volume 62
Annals of the Institute of Statistical Mathematics : Volume 61
Annals of the Institute of Statistical Mathematics : Volume 60
Annals of the Institute of Statistical Mathematics : Volume 59
Annals of the Institute of Statistical Mathematics : Volume 58
Annals of the Institute of Statistical Mathematics : Volume 57
Annals of the Institute of Statistical Mathematics : Volume 56
Annals of the Institute of Statistical Mathematics : Volume 55
Annals of the Institute of Statistical Mathematics : Volume 55, Issue 4, December 2003
Annals of the Institute of Statistical Mathematics : Volume 55, Issue 3, September 2003
Annals of the Institute of Statistical Mathematics : Volume 55, Issue 2, June 2003
A continuous parametric shape model
Exact one-sided simultaneous confidence bands via Uusipaikka’s method
I-projection onto isotonic cones and its applications to maximum likelihood estimation for log-linear models
Bounded influence regression using high breakdown scatter matrices
Strong consistency of automatic kernel regression estimates
On a family of distributions attaining the Bhattacharyya bound
Exact likelihood inference based on Type-I and Type-II hybrid censored samples from the exponential distribution
Bootstrap for the conditional distribution function with truncated and censored data
Bezier curve smoothing of the Kaplan-Meier estimator
Preface : New Trends in Statistical Information Processing
New approaches to statistical learning theory
Dealing with large diagonals in kernel matrices
Parameter estimation in general state-space models using particle methods
Nonparametric adaptive detection in fading channels based on sequential Monte Carlo and Bayesian model averaging
Stability of Markovian structure observed in high frequency foreign exchange data
Annals of the Institute of Statistical Mathematics : Volume 55, Issue 1, March 2003
Annals of the Institute of Statistical Mathematics : Volume 54
Annals of the Institute of Statistical Mathematics : Volume 53
Annals of the Institute of Statistical Mathematics : Volume 52
Annals of the Institute of Statistical Mathematics : Volume 51
Annals of the Institute of Statistical Mathematics : Volume 50
Annals of the Institute of Statistical Mathematics : Volume 49

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Strong consistency of automatic kernel regression estimates

Content Provider Springer Nature Link
Author Kohler, Michael Krzyżak, Adam Walk, Harro
Copyright Year 2003
Abstract Regression function estimation from independent and identically distributed bounded data is considered. TheL 2 error with integration with respect to the design measure is used as an error criterion. It is shown that the kernel regression estimate with an arbitrary random bandwidth is weakly and strongly consistent forall distributions whenever the random bandwidth is chosen from some deterministic interval whose upper and lower bounds satisfy the usual conditions used to prove consistency of the kernel estimate for deterministic bandwidths. Choosing discrete bandwidths by cross-validation allows to weaken the conditions on the bandwidths.
Starting Page 287
Ending Page 308
Page Count 22
File Format PDF
ISSN 00203157
Journal Annals of the Institute of Statistical Mathematics
Volume Number 55
Issue Number 2
e-ISSN 15729052
Language English
Publisher Kluwer Academic Publishers
Publisher Date 2003-01-01
Publisher Place Dordrecht
Access Restriction One Nation One Subscription (ONOS)
Subject Keyword Automatic kernel estimates cross-validation regression estimates strong consistency Statistics Statistics for Business/Economics/Mathematical Finance/Insurance
Content Type Text
Resource Type Article
Subject Statistics and Probability
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