×

Uniform consistency of a class of regression function estimators. (English) Zbl 0544.62037

Summary: We study a wide class of nonparametric regression function estimators including kernel estimators and robust smoothers. Under different assumptions on the kernel and the sequence of bandwidths, we obtain weak uniform consistency rates on a bounded interval. The uniform consistency is shown in a ”stochastic design model” and in a ”fixed design model”.

MSC:

62G05 Nonparametric estimation
62G15 Nonparametric tolerance and confidence regions
62F25 Parametric tolerance and confidence regions
62J02 General nonlinear regression
60E15 Inequalities; stochastic orderings
PDFBibTeX XMLCite
Full Text: DOI