UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA

B-Tier
Journal: Econometric Theory
Year: 2008
Volume: 24
Issue: 3
Pages: 726-748

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper presents a set of rate of uniform consistency results for kernel estimators of density functions and regressions functions. We generalize the existing literature by allowing for stationary strong mixing multivariate data with infinite support, kernels with unbounded support, and general bandwidth sequences. These results are useful for semiparametric estimation based on a first-stage nonparametric estimator.

Technical Details

RePEc Handle
repec:cup:etheor:v:24:y:2008:i:03:p:726-748_08
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25