Estimation of the essential supremum of a regression function

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.

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Year of publication:	2011
Authors:	Kohler, Michael ; Krzyzak, Adam ; Walk, Harro
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 6, p. 685-693
Publisher:	Elsevier
Keywords:	Essential supremum Nonparametric regression Strong consistency

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008868888