How to apply the method of stochastic approximation in the non-parametric estimation of a regression function1
Pál Révész · Series Statistics · 1977
Let (Xi,Yi), (X2,Y2),… be independent, identically distributed pairs of r.v.'s such that .Let r0(x)≡0 and where αn=n-α(0<α<1) and K(.) is a suitable ensity function. Theorems are proved stating that r n (x) is a good estimation of r(x).