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

DOI10.1016/J.SPL.2007.03.037zbMATH Open1128.62046OpenAlexW2085668762MaRDI QIDQ2467389FDOQ2467389

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

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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)

Cites Work

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• Design-adaptive Nonparametric Regression
• Sharper bounds for Gaussian and empirical processes
• Multivariate locally weighted least squares regression
• The Law of the Iterated Logarithm for Empirical Distribution
• An empirical process approach to the uniform consistency of kernel-type function estimators
• On consistency of kernel density estimators for randomly censored data: Rates holding uniformly over adaptive intervals
• General asymptotic confidence bands based on kernel-type function estimators

Cited In (13)

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

Uses Software

• KernSmooth

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