Uniform-in-bandwidth nearest-neighbor density estimation

We present a sharp uniform-in-bandwidth limit law for the nearest-neighbor density estimator. Our result is established in the framework of convergence in probability, and we allow the bandwidth to vary within the complete range for which the estimator is consistent. We provide the explicit value of the asymptotic limiting constant for the uniform-in-bandwidth sup-norm of the estimator’s random error.

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Year of publication:	2013
Authors:	Ouadah, Sarah
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 8, p. 1835-1843
Publisher:	Elsevier
Subject:	Nonparametric density estimation \| Nearest-neighbor density estimator \| Uniform empirical quantile process \| Functional limit laws \| Convergence in probability

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010678719