ASYMPTOTIC NORMALITY FOR NEAREST NEIGHBOR ESTIMATOR OF NONPARAMETRIC REGRESSION FUNCTION
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Graphical Abstract
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Abstract
Let (X,Y), (X1, Y1),(X2, Y2),… be a sequenoe of i. i. d. RdxR~1-valued random variables with E|Y|<∞. This paper studies the asymptotic normality for nearest neighbor estimator of nonparametric regression function, i.e. under certain conditions \fracm_n(x)-m(x)\left(\sum_i=1^k \nu_n^2 \delta(x)\right)^1 / 2 \xrightarrow\mathscrL N(0,1).
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