A note on estimating the conditional expectation under censoring and association: strong uniform consistency
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DOI: 10.1007/s00362-016-0801-8
Abstract: Let $$\left\{ (X_{i},Y_{i}), i \ge 1 \right\} $$(Xi,Yi),i≥1 be a strictly stationary sequence of associated random vectors distributed as (X, Y). This note deals with kernel estimation of the regression function $$r(x)=\mathbb {E}[Y|X=x]$$r(x)=E[Y|X=x] in the presence… read more here.
Keywords: conditional expectation; note estimating; estimating conditional; uniform consistency ... See more keywords