Uniform in bandwidth consistency of kernel-type function estimators
The Annals of Statistics · 2005 · Volume 33 · Issue 3
DOI: 10.1214/009053605000000129
Abstract
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.
Keywords
60F15, 62G07, 62G08, consistency, Kernel-type function estimator, uniform in bandwidth
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