Uniform in bandwidth consistency of nonparametric regression based on copula representation

DOI10.1016/j.spl.2018.01.021zbMath1463.62118OpenAlexW2793598226MaRDI QIDQ1640948

Cheikh Tidiane Seck, Salim Bouzebda, Issam Elhattab

Publication date: 14 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.01.021

zbMATH Keywords

dependence functionempirical processnonparametric regressionuniform consistencyuniform in bandwidthcopula representationkernel-type-estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

Related Items (9)

Nonparametric recursive method for kernel-type function estimators for spatial data ⋮ Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method ⋮ Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds ⋮ Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method ⋮ Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data ⋮ Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data ⋮ Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data ⋮ On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation ⋮ Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data

Uses Software

• KernSmooth
• QRM

Cites Work

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