Uniform in bandwidth consistency of conditional \(U\)-statistics

DOI10.3150/08-BEJ136zbMath1169.62037arXivmath/0702696OpenAlexW1990796072MaRDI QIDQ1002538

David M. Mason, Julia Dony

Publication date: 2 March 2009

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702696

zbMATH Keywords

consistencykernel estimationempirical processregressionuniform in bandwidthNadaraya-Watsonconditional \(U\)-statisticsdata-dependent bandwidth selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (20)

Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data ⋮ Uniform in bandwidth consistency of nonparametric regression based on copula representation ⋮ Uniform-in-bandwidth functional limit laws ⋮ On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior ⋮ Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data ⋮ On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm ⋮ Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation ⋮ Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data ⋮ Proving consistency of non-standard kernel estimators ⋮ Uniform in bandwidth consistency of kernel estimators of the tail index ⋮ A note on the universal consistency of the kernel distribution function estimator ⋮ Functional limit laws for local empirical processes in a spatial setting ⋮ Some uniform consistency results in the partially linear additive model components estimation ⋮ On uniform consistent estimators for convex regression ⋮ Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences ⋮ On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation ⋮ Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data ⋮ A Simple Data-Driven Estimator for the Semiparametric Sample Selection Model ⋮ Uniform in bandwidth consistency for various kernel estimators involving functional data ⋮ A general result on the uniform in bandwidth consistency of kernel-type function estimators

Cites Work

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• Uniform in bandwidth consistency of kernel-type function estimators
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• Nonparametric regression for functional data: automatic smoothing parameter selection
• Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function
• On the Choice of the Bandwidth in Kernel Nonparametric Regression
• Martingale Central Limit Theorems
• A Class of Statistics with Asymptotically Normal Distribution
• An empirical process approach to the uniform consistency of kernel-type function estimators

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