Uniform in bandwidth consistency of kernel-type function estimators

• 成果类型: Article
• 署名作者: Einmahl, U; Mason, DM
• 署名单位: Vrije Universiteit Brussel; University of Delaware
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/009053605000000129
• 发表日期: 2005
• 页码: 1380-1403
• 关键词: Sufficient conditions; oscillation behavior; rates; CONVERGENCE; logarithm; selection

摘要

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.