On the strong universal consistency of local averaging regression estimates.
- Resource Type
- Article
- Authors
- Hansmann, Matthias; Kohler, Michael; Walk, Harro
- Source
- Annals of the Institute of Statistical Mathematics. Oct2019, Vol. 71 Issue 5, p1233-1263. 31p.
- Subject
- *LAW of large numbers
*CONDITIONAL expectations
*LEGAL evidence
*ESTIMATES
- Language
- ISSN
- 0020-3157
A general result concerning the strong universal consistency of local averaging regression estimates is presented, which is used to extend previously known results on the strong universal consistency of kernel and partitioning regression estimates. The proof is based on ideas from Etemadi's proof of the strong law of large numbers, which shows that these ideas are also useful in the context of strong laws of large numbers for conditional expectations in L 2 . [ABSTRACT FROM AUTHOR]