For nonbinary response variable depending on a finite collection of factors with values in a finite subset of R the problem of the optimal forecast is considered. The quality of prediction is described by the error function involving a penalty function. The criterion of almost sure convergence...

Let Q be a conditional distribution with L1-median [mu] and let {Qn} be a sequence of conditional distributions converging in some sense to Q. Then the L1-medians {[mu]n} of distributions {Qn} are natural estimates of [mu]. In the case where {Qn} is a sequence of kernel estimates we give...