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Optimal convergence rates of high order Parzen windows with unbounded sampling. (English) Zbl 1291.62125

Summary: High order Parzen windows are considered with data drawn from unbounded sampling processes. Convergence analysis is established by imposing a moment hypothesis on the unbounded sampling outputs and some decay conditions on the marginal distributions. Our estimate of convergence rate is consistent with the previous result with bounded sampling.

MSC:

62J02 General nonlinear regression
68T05 Learning and adaptive systems in artificial intelligence
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