Two results are presented concerning the consistency of the $k$-nearest neighbor regression estimate. We show that all modes of convergence in $L_1$ (in probability, almost sure, complete) are equivalent if the regression variable is bounded. Under the additional conditional $k/\log n \rightarrow \infty$ we also obtain the strong universal consistency of the estimate.
@article{1176325633,
author = {Devroye, Luc and Gyorfi, Laszlo and Krzyzak, Adam and Lugosi, Gabor},
title = {On the Strong Universal Consistency of Nearest Neighbor Regression Function Estimates},
journal = {Ann. Statist.},
volume = {22},
number = {1},
year = {1994},
pages = { 1371-1385},
language = {en},
url = {http://dml.mathdoc.fr/item/1176325633}
}
Devroye, Luc; Gyorfi, Laszlo; Krzyzak, Adam; Lugosi, Gabor. On the Strong Universal Consistency of Nearest Neighbor Regression Function Estimates. Ann. Statist., Tome 22 (1994) no. 1, pp. 1371-1385. http://gdmltest.u-ga.fr/item/1176325633/