## On the Asymptotic Normality of an Estimate of a Regression Functional

*László Györfi, Harro Walk*; 16(Sep):1863−1877, 2015.

### Abstract

An estimate of the second moment of the regression function is
introduced. Its asymptotic normality is proved such that the
asymptotic variance depends neither on the dimension of the
observation vector, nor on the smoothness properties of the
regression function. The asymptotic variance is given
explicitly.

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