On the convergence rate of maximal deviation distribution for kernel regression estimates

DOI10.1016/0047-259X(84)90053-8zbMATH Open0554.62034OpenAlexW2037039910MaRDI QIDQ760119FDOQ760119

Authors: V. D. Konakov, V. I. Piterbarg 

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(84)90053-8

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zbMATH Keywords

logarithmic rate of convergenceGaussian homogeneous fieldkernel regression estimatesmaximal deviation distribution

Mathematics Subject Classification ID

Nonparametric estimation (62G05) General nonlinear regression (62J02) Linear inference, regression (62J99) Nonparametric tolerance and confidence regions (62G15)

Cites Work

• Remarks on a Multivariate Transformation
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• A new method to prove strassen type laws of invariance principle. II
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Cited In (31)

• On the performance of weighted bootstrapped kernel deconvolution density estimators
• Confidence regions for images observed under the Radon transform
• On uniform consistent estimators for convex regression
• Sup-norm convergence rates for Lévy density estimation
• Asymptotic confidence regions for density ridges
• Kernel density estimators: convergence in distribution for weighted sup-norms
• Instrument Validity Tests With Causal Forests
• On limit distribution of maximal deviation of empirical distribution density and regression function. II.
• Log-classes for the increments of a multivariate emipirical process
• Testing monotonicity of regression.
• On confidence bands for multivariate nonparametric regression
• Extrema of some Gaussian processes with large trends and density estimation in \(L_{\infty}\)-norm
• A nonparametric test of fit of a linear model
• A note on the performance of bootstrap kernel density estimation with small re-sample sizes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets
• On approximating the probability of a large excursion of a nonstationary Gaussian process
• The pointwise rate of convergence of the kernel regression estimate
• On convergence rates of suprema
• A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue
• A nonparametric test of fit of a parametric model
• Local invariance principles and their application to density estimation
• Asymptotics of Suprema of Weighted Gaussian Fields with Applications to Kernel Density Estimators
• Extremes of locally stationary Gaussian and chi fields on manifolds
• Gaussian approximation of suprema of empirical processes
• On the maximal deviation of kernel regression estimators with NMAR response variables
• Equivalent kernels for smoothing splines
• A simple approach to construct confidence bands for a regression function with incomplete data
• Asymptotics of conditional empirical processes

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