Pointwise and uniform convergence of kernel density estimators using random bandwidths

Santanu Dutta and Alok Goswami

Statistics & Probability Letters, 2013, vol. 83, issue 12, 2711-2720

Abstract: We obtain the rates of pointwise and uniform convergence of kernel density estimators using random bandwidths under i.i.d. as well as strongly mixing dependence assumptions. Pointwise rates are faster and not affected by the tail of the density.

Keywords: Density estimation; Random bandwidth; Point-wise; Sup-norm convergence (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2013.09.010

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