核光滑非参数估计量的一致相合性

IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY
Benedikt Funke, Masayuki Hirukawa
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引用次数: 0

摘要

本文给出了非参数密度和回归估计在非负实线上具有支持的伽玛核平滑率的一致一致性结果。众所周知,这个核可以很好地校准“成本”分布的形状,其特征是在原点附近有一个尖峰和一个长长的右尾。在多元框架下,研究了核估计的弱一致相合性和强一致相合性以及相应的收敛速率。我们的分析是建立在扩展到非负正交和平滑参数的一般序列的紧集上的。这些结果对于使用第一步核估计作为插件的两步半参数估计的渐近分析是有用的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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.

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来源期刊
CiteScore
2.00
自引率
0.00%
发文量
39
审稿时长
6-12 weeks
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.
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