On the Pointwisise Lp Convergence Rates of Nearest Neighbor Estimate of Nonparametric Regression Function

Abstract:

      Let (X,Y) be a R^d×R¹-valued random vector with E(|Y|)<∞,m(x)=E(Y|X=x) be the regression funvion of Y with respect to X.Suppose that (X_i, Y_i),i=1, …,n, are iid samples drawn from (X,Y). It is desired to estimate m(x) based on these samples,everoye discussed in 1981 (see [2]) the pointwise L_p-convergence of the nearest neigthoor estimate m_n(x) (see (5) of the present paper). In this article we further study the rate of this convergence.It is shown that if there exists p≥2 such that E |Y|^p<∞,then E|m_n(x)-m(x)|^p=O(n^-p/(d+2))a.s. for suitabte choice of the weighte C_m (see(4) of the present paper).