Uniform consistency of a class of regression function estimators for Banach-space valued random variable

This paper deals with an estimator mn of the regression function m(x) = E(Y X = x) with X in the real line and Y in a sufficiently regular Banach space. By using infinite dimensional probability inequalities for sums, we show that mn is uniformly consistent.

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Year of publication:	1990
Authors:	Lecoutre, Jean-Pierre
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 10.1990, 2, p. 145-149
Publisher:	Elsevier
Keywords:	Regression function statistically equivalent blocks estimator Banach-space valued random variable almost complete convergence

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

Persistent link: https://www.econbiz.de/10005254697