Uniform in bandwidth consistency of local polynomial regression function estimators
Statistics Theory
2007-06-13 v1 Probability
Statistics Theory
Abstract
We generalize a method for proving uniform in bandwidth consistency results for kernel type estimators developed by the two last named authors. Such results are shown to be useful in establishing consistency of local polynomial estimators of the regression function.
Cite
@article{arxiv.math/0601548,
title = {Uniform in bandwidth consistency of local polynomial regression function estimators},
author = {Julia Dony and Uwe Einmahl and David M. Mason},
journal= {arXiv preprint arXiv:math/0601548},
year = {2007}
}
Comments
16 pages, 0 figures, to be published in "Austrian Journal of Statistics"