Regression estimation

L. Devroye, L. Györfi (1985) "Distribution-free exponential bound for the L1 error of partitioning estimates of a regression function" in Probability and Statistical Decision Theory, F. Konecny, J. Mogyoródi, W. Wertz, Eds., D. Reidel, pp. 67-76

L. Györfi (1991) "Universal consistencies of a regression estimate for unbounded regression functions" in Nonparametric Functional Estimation and Related Topics, Ed. G. Roussas, Kluwer Academic Publisher, pp. 329-338 PDF

L. Devroye, L. Györfi, A. Krzyzak, G. Lugosi (1994) "On the strong universal consistency of nearest neighbor regression function estimation" Annals of Statistics, 22, pp. 1371-1385. PDF

L. Devroye, L. Györfi, A. Krzyzak (1998) "The Hilbert kernel regression estimate", J. Multivariate Analysis, 65, pp. 209-227. PDF

S. Yakowitz, L. Györfi, J. Kieffer, G. Morvai (1999) "Strongly consistent nonparametric estimation of smooth regression function from stationary ergodic sequences" J. Multivariate Analysis, 71, pp. 24-41. PDF

A. Antos, L. Györfi, M. Kohler (2000) "Lower bounds on the rate of convergence of nonparametric regression estimates", J. Statistical Planning and Inference, 83, pp. 91-100.

L. Györfi, M. Kohler, A. Krzyzak, H. Walk (2002) "A Distribution-Free Theory of Nonparametric Regression", Springer-Verlag, New York. link1 link2

L. Devroye, L. Györfi, D. Schäfer, H. Walk (2003) "The estimation problem of minimum mean squared error", Statistics & Decisions, 21, pp. 15-28. PDF

L. Györfi, M. Wegkamp (2008) "Quantization for nonparametric regression", IEEE Trans. Information Theory, 54, pp. 867-874