A note on the universal consistency of the kernel distribution function estimator

The problem of universal consistency of data driven bandwidth selectors for the kernel distribution estimator is analyzed. We provide a uniform in bandwidth result for the kernel estimate of a continuous distribution function. Our smoothness assumption is minimal in the sense that if the true distribution function has some discontinuity then the kernel estimate is no longer consistent.

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Year of publication:	2010
Authors:	Chacón, José E. ; Rodríguez-Casal, Alberto
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 17-18, p. 1414-1419
Publisher:	Elsevier
Keywords:	Data-dependent bandwidth Distribution function Kernel estimator Minimal smoothness assumptions Uniform in bandwidth consistency

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008868980