STATISTICS DEPARTMENT SEMINAR

Speaker: David Mason, University of Delaware

Title: On proving Consistency of Non-Standard Kernel Estimators

Title: Monday, October 11th,  4:15 PM, Statistics Department (24 Hillhouse Avenue), Room 107
 
Abstract: I shall discuss general methods based on empirical process techniques to prove uniform in bandwidth consistency of a class of non-standard kernel-type function estimators. Examples include biased corrected kernel density and Nadaraya-Watson function estimators, projection pursuit regression and conditional distribution estimation and kernel estimation of the density of linear regression residuals. Our results are useful to establish uniform consistency of data-driven bandwidth kernel-type function estimators. My talk will be based upon joint work completed and in progress with Julia Dony, Uwe Einmahl and Jan Swanepoel.