Abstract: | Consider the regression model Yi= g(xi) + ei, i = 1,…, n, where g is an unknown function defined on 0, 1], 0 = x0 < x1 < … < xn≤ 1 are chosen so that max1≤i≤n(xi-xi- 1) = 0(n-1), and where {ei} are i.i.d. with Ee1= 0 and Var e1 - s?2. In a previous paper, Cheng & Lin (1979) study three estimators of g, namely, g1n of Cheng & Lin (1979), g2n of Clark (1977), and g3n of Priestley & Chao (1972). Consistency results are established and rates of strong uniform convergence are obtained. In the current investigation the limiting distribution of &in, i = 1, 2, 3, and that of the isotonic estimator g**n are considered. |