Abstract
In the present paper, we consider the nonparametric regression model Y i = g ( x i ) + ε i , 1 ≤ i ≤ n , and study the strong consistency and uniform strong consistency of the estimator of Priestley and Chao based on the martingale difference errors. These results partially extend and improve some known works. Furthermore, the moment convergency and uniform moment convergency of the estimator are established also.
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