Strong consistency of kernel estimator in a semiparametric regression model

DOI10.1080/02331888.2019.1656723MaRDI QIDQ5205851zbMATH OpenOpenAlexWikidataFDO

Authors Emmanuel de Dieu Nkou, Guy Martial Nkiet

Publication date 17 December 2019

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1811.02663

zbMATH Keywords

kernel estimatorsemiparametric regressionstrong consistency

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) General nonlinear regression (62J02)

Abstract: Estimating the effective dimension reduction (EDR) space, related to the semiparametric regression model introduced by Li cite{sir}, is based on the estimation of the covariance matrix $Lambda$ of the conditional expectation of the vector of predictors given the response. An estimator $widehat{Lambda}_n$ of $Lambda$ based on kernel method was introduced by Zhu and Fang cite{Asymptotics} who then derived, under some conditions, the asymptotic distribution of $sqrtnleft(widehat{Lambda}_n-Lambdaight)$, as $nightarrow+infty$. In this paper, we obtain, under specified conditions, the almost sure convergence of $widehat{Lambda}_n$ to $Lambda$, as $nightarrow+infty$.

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Cited in

(15)

• Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression
• Strong universal consistency of smooth kernel regression estimates
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• STRONG CONSISTENCY OF ROBUST NONPARAMETRIC KERNEL REGRESSION ESTIMATION FOR \alpha-MIXING PROCESSES
• Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with -mixing errors
• Wavelet-based estimation in a semiparametric regression model
• A note on the semiparametric approach to dimension reduction
• Smoothed average variance estimation for dimension reduction with functional data
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• Rates of strong uniform consistency for the k-nearest neighbors kernel estimators of density and regression function
• Complete f -moment convergence for maximum of weighted sums of martingale differences and its statistical applications
• Asymptotic normality and strong consistency for kernel regression estimation in q-calculus

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