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Nonparametric estimation of a multivariate multiple regression function

Research paper by M. Samanta, R. X. Mugisha

Indexed on: 01 Mar '83Published on: 01 Mar '83Published in: Statistical Papers



Abstract

Let (X1, X2, Y1, Y2) be a four dimensional random variable having the joint probability density function f(x1, x2, y1, y2). In this paper we consider the problem of estimating the regression function\({{E[(_{Y_2 }^{Y_1 } )} \mathord{\left/ {\vphantom {{E[(_{Y_2 }^{Y_1 } )} {_{X_2 = X_2 }^{X_1 = X_1 } }}} \right. \kern-\nulldelimiterspace} {_{X_2 = X_2 }^{X_1 = X_1 } }}]\) on the basis of a random sample of size n. We have proved that under certain regularity conditions the kernel estimate of this regression function is uniformly strongly consistent. We have also shown that under certain conditions the estimate is asymptotically normally distributed.