Sup-Hellinger consistency for local density regression

作者：Xiang Fei^*; Walker Stephen G

来源：Communications in Statistics - Theory and Methods, 2016, 45(5): 1329-1344.

DOI：10.1080/03610926.2013.863927

• Bayesian nonparametric
• Consistency
• Density regression model
• Hellinger neighborhood
• MDP
• local regression
• Primary: 62G20
• Secondary: 62G07

This article studies the consistency of a local density regression model under a supremum Hellinger distance. Such model applies a piecewise structure where a mixture of Dirichlet process model (MDP) is assigned as the fixed density on each piece. The piecewise construction is a straightforward way to establish sup-Hellinger consistency in a regression settings. A specific piecewise density example is presented in a simulation study.

• 出版日期2016