Assume that a local averaging estimate is weakly universally consistent. Prove that (v) in Theorem 4.1 is satisfied (Stone (1977)). Hint: Consider the case m = 0 and Y ±1 valued.
Prove the extension of Theorem 4.3 for rectangle partitions:
Emn − m2 ≤ cˆ n 2d j=1 hnj + C2 d j=1 h2 nj .
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