On the maximal deviation of the kernel regression function estimate

DOI10.1080/02331888208801638MaRDI QIDQ3957798zbMATH OpenOpenAlexFDO

Authors Hannelore Liero

Publication date 1982

Published in Series Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888208801638

zbMATH Keywords

consistencyempirical processglobal measure of deviationkernel estimatesregression functionstrong invariance principle

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Cited in

(13)

• Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
• Kernel approximations of a Wiener process
• Asymptotics of conditional empirical processes
• Strong uniform consistency of nonparametric regression function estimates
• A nonparametric calibration analysis
• Testing conditional moment restrictions
• On the maximal deviation of kernel regression estimators with NMAR response variables
• A simple approach to construct confidence bands for a regression function with incomplete data
• Nonparametric estimation and inference under shape restrictions
• A nonparametric test of fit of a parametric model
• Propri�t�s de convergence presque compl�te du pr�dicteur � noyau
• Nonparametric estimation and inference about the overlap of two distributions
• Tests for continuity of regression functions

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