Accession Number:

ADA133260

Title:

A Law of the Iterated Logarithm for Non-Parametric Regression Function Estimators.

Descriptive Note:

Technical rept.,

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS

Personal Author(s):

Report Date:

1983-05-01

Pagination or Media Count:

19.0

Abstract:

We prove a law of the iterated logarithm for nonparametric regression function estimators using strong approximations to the two dimensional empirical process. We consider the case of Nadaraya-Watson kernel estimators and of estimators based on orthogonal polynomials when the marginal density of the design variable X is unknown or known. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE