Uniform in bandwidth consistency of local polynomial regression function estimators

Julia Dony; Uwe Einmahl; David M. Mason

Uniform in bandwidth consistency of local polynomial regression function estimators

统计理论 2007-06-13 v1 概率论统计理论

作者: Julia Dony , Uwe Einmahl , David M. Mason

摘要

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.

关键词

wavelet and multifractal analysis reproducing kernel hilbert space

引用

@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}
}

备注

16 pages, 0 figures, to be published in "Austrian Journal of Statistics"

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