Uniform in bandwidth consistency of local polynomial regression function estimators
classification
🧮 math.ST
math.PRstat.TH
keywords
consistencyestimatorsbandwidthfunctionlocalpolynomialregressionresults
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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.
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