The Hilbert Kernel Regression Estimate
β
Luc Devroye; Laszlo GyΓΆrfi; Adam KrzyΕΌak
π
Article
π
1998
π
Elsevier Science
π
English
β 410 KB
Let (X, Y ) be an R d \_R-valued regression pair, where X has a density and Y is bounded. If n i.i.d. samples are drawn from this distribution, the Nadaraya Watson kernel regression estimate in R d with Hilbert kernel K(x)=1Γ&x& d is shown to converge weakly for all such regression pairs. We also sh