Convergence rates of orthogonal series regression estimators
General conditions for convergence rates of nonparametric orthogonal series estimators of the regression function f(x)=E(Y | X = x) are considered. The estimators are obtained by the least squares method on the basis of a random observation sample (Yi,Xi), i=1,...,n, where have marginal distribution with density and Var( Y | X = x) is bounded on A. Convergence rates of the errors and for the estimator , constructed using an orthonormal system , k=1,2,..., in are obtained.