STRONG CONVERGENCE RATE OF NEAREST NEIGHBORKERNEL ESTIMATORS FOR THE CONDITIONAL DENSITY

Let （X, Y）, （X₁, Y₁）, …, （X_n, Y_n） be R^p×R^q-valued iid. random vectors with conditional density function f（y/x） of Y on X. In the paper, we study the nearest neighbor-kernel estimator f_n（y/x） of f （y/x） and obtain the strong convergenoe rate off_n（y/x）.