Uniform in bandwidth consistency of kernel-type function estimators
Statistics Theory
2007-06-13 v1 Statistics Theory
Abstract
We introduce a general method to prove uniform in bandwidth consistency of kernel-type function estimators. Examples include the kernel density estimator, the Nadaraya-Watson regression estimator and the conditional empirical process. Our results may be useful to establish uniform consistency of data-driven bandwidth kernel-type function estimators.
Cite
@article{arxiv.math/0507431,
title = {Uniform in bandwidth consistency of kernel-type function estimators},
author = {Uwe Einmahl and David M. Mason},
journal= {arXiv preprint arXiv:math/0507431},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/009053605000000129 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)