Pointwise and uniform convergence of kernel density estimators using random bandwidths

We obtain the rates of pointwise and uniform convergence of kernel density estimators using random bandwidths under i.i.d. as well as strongly mixing dependence assumptions. Pointwise rates are faster and not affected by the tail of the density.

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Year of publication:	2013
Authors:	Dutta, Santanu ; Goswami, Alok
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 12, p. 2711-2720
Publisher:	Elsevier
Subject:	Density estimation \| Random bandwidth \| Point-wise \| Sup-norm convergence

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

Persistent link: https://www.econbiz.de/10010709054