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Uniform in bandwidth consistency of kernel-type function estimators

Uwe Einmahl·David M. Mason
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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.

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Uwe Einmahl, David M. Mason. 2005-07-21. Uniform in bandwidth consistency of kernel-type function estimators. https://doi.org/10.1214/009053605000000129

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