条件密度近邻-核估计的强相合性
STRONG CONSISTENCY OF THE NEAREST NEIGHBOR-KERNEL ESTIMATORS OF CONDITIONAL DENSITY FUNCTION
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Abstract: Let (X,Y), (X1, Y1), …, (Xn, Yn) be Rp×Rq-valued i.i.d, random vectors, and f(y|x) the conditional density function of Y, given X=x. Note that the existence of the density of (X, Y) is not assumed here. In this paper, we introduce the nearest neighborkernel estimator fn(y|x) of f(y|x), and establish the strong consistency of fn(y|x) under some mild conditions.
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