On Asymptotic Properties of Local Linear Regression Predictor

We study the almost complete convergence of the local linear regression estimator based on independent identically real random variables. Different settings of exponential inequalities are investigated here. Especially, uniform consistency is based upon Talagrand inequality. This estimator is advantageous since it was previously shown better, in some asymptotic properties than other non-parametric estimates. In a simulation study, we use a local linear estimator as a predictor, to validate our result.