All Questions
3
questions
1
vote
0
answers
32
views
Strong consistency of kernel density estimator
I am studying the book Nonparametric and Semiparametric Models written by Wolfgang Hardle and have difficulty with the following exercise:
$\textbf{Exercise 3.13}$ Show that $\hat{f_h}^{(n)}(x) \...
- 111
1
vote
0
answers
71
views
Estimator converges in probability - interesting simulation wise? [closed]
I am currently reading a paper in which the authors are constructing an estimator for a cumulative distribution (like) function (some context here), without going too much into the details they have ...
- 210
4
votes
1
answer
695
views
Optimal rate of convergence for nonparametric estimators in Sobolev space
Given a regression model on interval $[0,1]$
$$
Y_{i}=f(x_{i})+\epsilon_{i},\ i=1,\ldots,N
$$
with fixed design and standard error assumptions $E(\epsilon_{i})=0;\ E(\epsilon_{i}\epsilon_{j})=\delta_{...
- 275