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

作者：Chacon Jose E^*; Rodriguez Casal Alberto

来源：Statistics & Probability Letters, 2010, 80(17-18): 1414-1419.

DOI：10.1016/j.spl.2010.05.007

• Data-dependent bandwidth
• Distribution function
• Kernel estimator
• Minimal smoothness assumptions
• Uniform in bandwidth consistency

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.

• 出版日期2010-9-1