Weighted uniform consistency of kernel density estimators with general bandwidth sequences
Statistics Theory
2007-06-13 v2 Probability
Statistics Theory
Abstract
We are interested in the rate of consistency of kernel density estimators with respect to the weighted sup-norm determined by some unbounded weight function. This problem has been considered by Gine, Koltchinskii and Zinn (2004) for a deterministic bandwidth sequence. We provide "uniform in h" versions of some of their results, allowing us to determine the corresponding rates of consistency for kernel density estimators where the bandwidth sequences may depend on the data and/or the location.
Cite
@article{arxiv.math/0607232,
title = {Weighted uniform consistency of kernel density estimators with general bandwidth sequences},
author = {Julia Dony and Uwe Einmahl},
journal= {arXiv preprint arXiv:math/0607232},
year = {2007}
}
Comments
16 pages. Accepted for publication in Electronic Journal of Probability