Sup–Hellinger consistency for local density regression

Fei Xiang and Stephen G. Walker

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 5, 1329-1344

Abstract: 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.

Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:45:y:2016:i:5:p:1329-1344

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DOI: 10.1080/03610926.2013.863927

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