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.
Publié le : 2005-06-14
Classification:
Kernel-type function estimator,
uniform in bandwidth,
consistency,
60F15,
62G07,
62G08
@article{1120224106,
author = {Einmahl, Uwe and Mason, David M.},
title = {Uniform in bandwidth consistency of kernel-type function estimators},
journal = {Ann. Statist.},
volume = {33},
number = {1},
year = {2005},
pages = { 1380-1403},
language = {en},
url = {http://dml.mathdoc.fr/item/1120224106}
}
Einmahl, Uwe; Mason, David M. Uniform in bandwidth consistency of kernel-type function estimators. Ann. Statist., Tome 33 (2005) no. 1, pp. 1380-1403. http://gdmltest.u-ga.fr/item/1120224106/