Uniform in bandwidth consistency of kernel-type function estimators 论文
2005The Annals of Statistics引用 310
Statistical Methods and InferenceBayesian Methods and Mixture ModelsControl Systems and Identification
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.