The Annals of Statistics
- Ann. Statist.
- Volume 16, Number 4 (1988), 1428-1449.
Strong Uniform Consistency Rates for Estimators of Conditional Functionals
Strong uniform consistency rates are established for kernel type estimators of functionals of the conditional distribution function, under general conditions. The present treatment unifies a number of specific problems previously studied separately in the literature. Some of these applications we treat in detail, including regression curve estimation, density estimation, estimation of conditional df's, $L$-smoothing and $M$-smoothing. Various previous results in the literature are extended and/or sharpened.
Ann. Statist., Volume 16, Number 4 (1988), 1428-1449.
First available in Project Euclid: 12 April 2007
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Hardle, W.; Janssen, P.; Serfling, R. Strong Uniform Consistency Rates for Estimators of Conditional Functionals. Ann. Statist. 16 (1988), no. 4, 1428--1449. doi:10.1214/aos/1176351047. https://projecteuclid.org/euclid.aos/1176351047