Proving consistency of non-standard kernel estimators |
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Authors: | David M Mason |
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Institution: | 1. Department of Food and Resource, Economics, University of Delaware, Newark, DE, 19717, USA
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Abstract: | We develop general methods based upon empirical process techniques to prove uniform in bandwidth consistency of a class of non-standard kernel-type function estimators. Examples include projection pursuit regression and conditional distribution estimation. Our results are especially useful to establish uniform consistency of data-driven bandwidth kernel-type function estimators. |
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