An empirical process approach to the uniform consistency of kernel-type function estimators

Citation
U. Einmahl et Dm. Mason, An empirical process approach to the uniform consistency of kernel-type function estimators, J THEOR PR, 13(1), 2000, pp. 1-37
Citations number
24
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THEORETICAL PROBABILITY
ISSN journal
08949840 → ACNP
Volume
13
Issue
1
Year of publication
2000
Pages
1 - 37
Database
ISI
SICI code
0894-9840(200001)13:1<1:AEPATT>2.0.ZU;2-X
Abstract
We use general empirical process methods to determine under mild regularity conditions exact rates of uniform strong consistency of kernel-type functi on estimators. In the process a useful new bound on the expectation of the supremum of the empirical process is obtained.