Strong uniform consistency rates for estimators of conditional functionals

DOI10.1214/AOS/1176351047zbMATH Open0672.62050OpenAlexW2047734884MaRDI QIDQ1120220FDOQ1120220

Authors: Wolfgang K. Härdle, Paul Janssen, Robert J. Serfling 

Publication date: 1988

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176351047

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zbMATH Keywords

density estimationalmost sure convergence rateL-smoothingM-smoothingregression curve estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Strong limit theorems (60F15)

Cited In (61)

• On pointwise laws of iterated logarithm for estimators of certain conditional functionals
• Counterfactual Treatment Effects: Estimation and Inference
• A Projection-Based Nonparametric Test of Conditional Quantile Independence
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• Kernel Conditional Density Estimation When the Regressor is Valued in a Semi-Metric Space
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• Uniform law of the logarithm for the local linear estimator of the conditional distribution function
• Uniform in bandwidth consistency of kernel-type function estimators
• Estimation of conditional quantiles from data with additional measurement errors
• Extended Glivenko–Cantelli Theorem in Nonparametric Regression
• On the smoothness of conditional expectation functionals
• Semiparametric estimation of censored transformation models
• Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions
• On the almost everywhere properties of the kernel regression estimate
• Application of variational analysis and control theory to nonparametric maximum likelihood estimation of a density function
• Non‐parametric Regression with Dependent Censored Data
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• Asymptotics of kernel estimators based on local maximum likelihood
• A conditional bootstrap procedure for reconstruction of the incubation period of AIDS
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• Uniform convergence of nonparametric regressions in competing risk models with right censoring
• On nonparametric kernel estimation of the mode of the regression function in the random design model
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• Testing Conditional Independence Restrictions
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• Rate of strong uniform consistency for the nonparametric conditional quantile with dependent functional data
• On the weak convergence of the empirical conditional copula under a simplifying assumption
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• A uniform functional law of the logarithm for the local empirical process.
• Equivalent kernels for smoothing splines
• Inference for covariate adjusted regression via varying coefficient models
• Moment estimation in a semiparametric generalized linear model
• Almost sure rate of uniform consistency for the local maximum likelihood kernel estimator.
• Nonparametric estimation of distributional policy effects
• A Robbins-Monro procedure for estimation in semiparametric regression models
• Efficient estimation in local parametric regression analysis

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