Under suitable conditions, we show that the cross-validated nearest neighbor estimates for the unknown smooth regression function in $R^p$ is asymptotically consistent.
@article{1176346403,
author = {Li, Ker-Chau},
title = {Consistency for Cross-Validated Nearest Neighbor Estimates in Nonparametric Regression},
journal = {Ann. Statist.},
volume = {12},
number = {1},
year = {1984},
pages = { 230-240},
language = {en},
url = {http://dml.mathdoc.fr/item/1176346403}
}
Li, Ker-Chau. Consistency for Cross-Validated Nearest Neighbor Estimates in Nonparametric Regression. Ann. Statist., Tome 12 (1984) no. 1, pp. 230-240. http://gdmltest.u-ga.fr/item/1176346403/