Uniform in bandwidth consistency of local polynomial regression function estimators

Details Uniform in bandwidth consistency of local polynomial regression function estimators Uniform in bandwidth consistency of local polynomial regression function estimators

2006-01-23

arxiv.org/abs/math/0601548v1

Mathematics

Statistics Theory

16 pages, 0 figures, to be published in "Austrian Journal of Statistics"

Scientific paper

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.

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