{"title":"核光滑非参数估计量的一致相合性","authors":"Benedikt Funke, Masayuki Hirukawa","doi":"10.1007/s10463-024-00923-8","DOIUrl":null,"url":null,"abstract":"<div><p>This paper documents a set of uniform consistency results with rates for nonparametric density and regression estimators smoothed by the gamma kernel having support on the nonnegative real line. It is known that this kernel can well calibrate the shapes of ‘cost’ distributions that are characterized by a sharp peak in the vicinity of the origin and a long right tail. In this paper, weak and strong uniform consistency and corresponding convergence rates of gamma kernel estimators are explored in a multivariate framework. Our analysis is built on compact sets expanding to the nonnegative orthant and general sequences of smoothing parameters. The results are useful for asymptotic analysis of two-step semiparametric estimation using a first-step kernel estimate as a plug-in.</p></div>","PeriodicalId":55511,"journal":{"name":"Annals of the Institute of Statistical Mathematics","volume":"77 3","pages":"459 - 489"},"PeriodicalIF":0.8000,"publicationDate":"2025-02-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"On uniform consistency of nonparametric estimators smoothed by the gamma kernel\",\"authors\":\"Benedikt Funke, Masayuki Hirukawa\",\"doi\":\"10.1007/s10463-024-00923-8\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>This paper documents a set of uniform consistency results with rates for nonparametric density and regression estimators smoothed by the gamma kernel having support on the nonnegative real line. It is known that this kernel can well calibrate the shapes of ‘cost’ distributions that are characterized by a sharp peak in the vicinity of the origin and a long right tail. In this paper, weak and strong uniform consistency and corresponding convergence rates of gamma kernel estimators are explored in a multivariate framework. Our analysis is built on compact sets expanding to the nonnegative orthant and general sequences of smoothing parameters. The results are useful for asymptotic analysis of two-step semiparametric estimation using a first-step kernel estimate as a plug-in.</p></div>\",\"PeriodicalId\":55511,\"journal\":{\"name\":\"Annals of the Institute of Statistical Mathematics\",\"volume\":\"77 3\",\"pages\":\"459 - 489\"},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2025-02-17\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Annals of the Institute of Statistical Mathematics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://link.springer.com/article/10.1007/s10463-024-00923-8\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annals of the Institute of Statistical Mathematics","FirstCategoryId":"100","ListUrlMain":"https://link.springer.com/article/10.1007/s10463-024-00923-8","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
On uniform consistency of nonparametric estimators smoothed by the gamma kernel
This paper documents a set of uniform consistency results with rates for nonparametric density and regression estimators smoothed by the gamma kernel having support on the nonnegative real line. It is known that this kernel can well calibrate the shapes of ‘cost’ distributions that are characterized by a sharp peak in the vicinity of the origin and a long right tail. In this paper, weak and strong uniform consistency and corresponding convergence rates of gamma kernel estimators are explored in a multivariate framework. Our analysis is built on compact sets expanding to the nonnegative orthant and general sequences of smoothing parameters. The results are useful for asymptotic analysis of two-step semiparametric estimation using a first-step kernel estimate as a plug-in.
期刊介绍:
Annals of the Institute of Statistical Mathematics (AISM) aims to provide a forum for open communication among statisticians, and to contribute to the advancement of statistics as a science to enable humans to handle information in order to cope with uncertainties. It publishes high-quality papers that shed new light on the theoretical, computational and/or methodological aspects of statistical science. Emphasis is placed on (a) development of new methodologies motivated by real data, (b) development of unifying theories, and (c) analysis and improvement of existing methodologies and theories.