Geodesic
Remarks on non-parametric estimates of density functions and regression curves
Teoriâ veroâtnostej i ee primeneniâ, Tome 15 (1970) no. 1, pp. 139-142

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In the present paper, sufficient conditions for $\sup\limits_{-\infty$ and $\sup\limits_{(x,y)\in\mathbf R_2}|f_n(x,y)-f(x,y)|\to0$ as $n\to\infty$ with probability 1 are found, where $\widetilde y_n(x)$ and $f_n(x,y)$ are given by (1) and (12) respectively, $y(x)$ is the regression curve of $Y$ on $X$, and $f(x,y)$ is their two-dimensional density function. 
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     author = {\`E. A. Nadaraya},
     title = {Remarks on non-parametric estimates of density functions and regression curves},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {139--142},
     publisher = {mathdoc},
     volume = {15},
     number = {1},
     year = {1970},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1970_15_1_a14/}
}
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È. A. Nadaraya. Remarks on non-parametric estimates of density functions and regression curves. Teoriâ veroâtnostej i ee primeneniâ, Tome 15 (1970) no. 1, pp. 139-142. http://geodesic.mathdoc.fr/item/TVP_1970_15_1_a14/