Strong consistency of partitioning estimation of the nonparametric regression function under α-mixing sequences
DU Xue-qiao · Journal of Hefei University of Technology · 2006
This paper deals with the samples(X__1,Y__1),(X__2,Y__2),…,(X__n,Y__n) that are identically-distributed α-mixing random vector sequences taking values from R~d×d~~1.The strong consistency of partitioning estimation of the nonparametric regression function m(x)=E(Y｜X=x)is studied.