Falk, M. - In: Journal of Multivariate Analysis 47 (1993) 1, pp. 59-81
Let X, Y be random vectors with values in d and 1, respectively, and denote by F(· x) the conditional distribution function of Y given X = x. It is well known that the kernel estimator of the regression functional [theta](x) := T(F(· x)), based on n independent replicates of (X, Y), has...