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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