Uniform in bandwidth consistency of kernel-type function estimators

被引：190

作者：

Einmahl, U

Mason, DM

机构：

[1] Vrije Univ Brussels, Dept Wiskunde, B-1050 Brussels, Belgium

[2] Univ Delaware, Dept Food & Resource Econ, Newark, DE 19717 USA

来源：

ANNALS OF STATISTICS | 2005年 / 33卷 / 03期

关键词：

kernel-type function estimator; uniform in bandwidth; consistency;

D O I：

10.1214/009053605000000129

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

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.

引用

页码：1380 / 1403

页数：24

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