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first proposed by Watson (1964) and Nadaraya (1964) . In (1) k is a nonnegative function on R" and {h} n is a sequence of positive numbers . The pointwise consistency of (1) is discussed by Watson (1964), Nadaraya (1964, 1965), Rosenblatt (1969), Schuster (1972), Greblicki (1974) and Noda (1976) . The uniform consistency is treated in the papers by Nadaraya (1965, 1970), Greblicki (1974) and Devroye (1978a) .

Distribution-Free Consistency Results in Nonparametric Discrimination and Regression Function Estimation