regression functions and proved asymptotic normality. We explain two modifications of their method that can be used to obtain …

A monotone estimate of the conditional variance function in a heteroscedastic, nonpara- metric regression model is …

'i, X'j )' ; using the sampled data we seek to construct a nonparametric estimate of the mean regression function g … regression function at (i) a point and (ii) under the infinity norm. Second, we calculate (i) pointwise and (ii) uniform … convergence rates for the dyadic analog of the familiar Nadaraya-Watson (NW) kernel regression estimator. We show that the NW …

able to impose monotonicity of the estimated function. The use of such a shape restriction may signi cantly improve the … constrained estimator that imposes the monotonicity, on the other hand, signi cantly reduces variance by removing oscillations of …