Almost sure rate of uniform consistency for the local maximum likelihood kernel estimator.

DOI10.1016/J.CRMA.2005.12.011zbMath1082.62024OpenAlexW2072060886MaRDI QIDQ817885

David Blondin

Publication date: 20 March 2006

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2005.12.011

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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Cites Work

• Strong uniform consistency rates for estimators of conditional functionals
• Nonparametric, multidimensional estimation of regression derivatives.
• General asymptotic confidence bands based on kernel-type function estimators
• Uniform in bandwidth consistency of kernel-type function estimators
• Local Likelihood Estimation
• Approximation Theorems of Mathematical Statistics
• Asymptotics of kernel estimators based on local maximum likelihood
• The Kernel Estimate of a Regression Function in Likelihood-Based Models
• An empirical process approach to the uniform consistency of kernel-type function estimators

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