Uniform in Bandwidth Consistency of Local Polynomial Regression Function Estimators

Authors

  • Julia Dony Vrije Universiteit Brussel, Belgium
  • Uwe Einmahl Vrije Universiteit Brussel, Belgium
  • David M. Mason University of Delaware, U.S.A.

DOI:

https://doi.org/10.17713/ajs.v35i2&3.359

Abstract

We generalize a method for proving uniform in bandwidth consistency results for kernel type estimators developed by the two last named authors. Such results are shown to be useful in establishing consistency of local polynomial estimators of the regression function.

References

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Published

2016-04-03

How to Cite

Dony, J., Einmahl, U., & Mason, D. M. (2016). Uniform in Bandwidth Consistency of Local Polynomial Regression Function Estimators. Austrian Journal of Statistics, 35(2&3), 105–120. https://doi.org/10.17713/ajs.v35i2&3.359

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Articles