Abstract
We introduce a general method to prove uniform in bandwidth consistency of kernel-type function estimators. Examples include the kernel density estimator, the Nadaraya–Watson regression estimator and the conditional empirical process. Our results may be useful to establish uniform consistency of data-driven bandwidth kernel-type function estimators.
Citation
Uwe Einmahl. David M. Mason. "Uniform in bandwidth consistency of kernel-type function estimators." Ann. Statist. 33 (3) 1380 - 1403, June 2005. https://doi.org/10.1214/009053605000000129
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