Summary
In this paper a theory of estimation of a regression function by the Parzen kernel-type density estimators is developed in the following points: 1) convergence of the estimators to the regression function at a continuous point, 2) convergence of the mean square error at a continuous point, and 3) the speed of the convergence in 2).
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Noda, K. Estimation of a regression function by the parzen kernel-type density estimators. Ann Inst Stat Math 28, 221–234 (1976). https://doi.org/10.1007/BF02504741
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DOI: https://doi.org/10.1007/BF02504741