Uniform in Bandwidth Consistency of Local Polynomial Regression Function Estimators

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.

Bibliographic Details
Main Authors: Julia Dony, Uwe Einmahl, David M. Mason
Format: Article
Language:English
Published: Austrian Statistical Society 2016-04-01
Series:Austrian Journal of Statistics
Online Access:http://www.ajs.or.at/index.php/ajs/article/view/359