On the maximal deviation of the kernel regression function estimate

DOI10.1080/02331888208801638zbMath0494.62044OpenAlexW1970482433MaRDI QIDQ3957798

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

consistencykernel estimatesempirical processregression functionstrong invariance principleglobal measure of deviation

Mathematics Subject Classification ID

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

Related Items

Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations, Kernel approximations of a Wiener process, A nonparametric calibration analysis, A nonparametric test of fit of a parametric model, Asymptotics of conditional empirical processes, Strong uniform consistency of nonparametric regression function estimates, Tests for continuity of regression functions, Nonparametric estimation and inference under shape restrictions, A simple approach to construct confidence bands for a regression function with incomplete data, Testing conditional moment restrictions, Nonparametric estimation and inference about the overlap of two distributions, [https://portal.mardi4nfdi.de/wiki/Publication:3038407 Propri�t�s de convergence presque compl�te du pr�dicteur � noyau], On the maximal deviation of kernel regression estimators with NMAR response variables