Rates of strong uniform consistency for local least squares kernel regression estimators

DOI10.1016/J.SPL.2007.03.037MaRDI QIDQ2467389zbMATH OpenOpenAlexFDO

Authors David Blondin

Publication date 21 January 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2007.03.037

zbMATH Keywords

kernel estimationrate of convergencelocal polynomial fittingderivative estimationstrong uniform consistencylocal linear least squares kernel estimatoruniform limit law of the logarithm

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Strong limit theorems (60F15)

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• Sharper bounds for Gaussian and empirical processes
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Cited in

(14)

• Rates of strong consistency for nonparametric regression estimators.
• Universal consistency of local polynomial kernel regression estimates
• Strong uniform consistency results of the weighted average of conditional artificial data points
• Some uniform consistency results in the partially linear additive model components estimation
• Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality
• Testing monotonicity of regression functions -- an empirical process approach
• Demand analysis as an ill-posed inverse problem with semiparametric specification
• Local linear estimating equations: uniform consistency and rate of convergence
• Almost sure rate of uniform consistency for the local maximum likelihood kernel estimator.
• Local linear fitting under near epoch dependence: uniform consistency with convergence rates
• Nonparametric, multidimensional estimation of regression derivatives.
• Uniform strong consistency of a frontier estimator using kernel regression on high order moments
• A consistent bootstrap procedure for the maximum score estimator
• Normal approximation in regression

Describes a project that uses

Uses Software

• KernSmooth

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