A note on the universal consistency of the kernel distribution function estimator

José E. Chacón and Alberto Rodríguez-Casal

Statistics & Probability Letters, 2010, vol. 80, issue 17-18, 1414-1419

Abstract: The problem of universal consistency of data driven bandwidth selectors for the kernel distribution estimator is analyzed. We provide a uniform in bandwidth result for the kernel estimate of a continuous distribution function. Our smoothness assumption is minimal in the sense that if the true distribution function has some discontinuity then the kernel estimate is no longer consistent.

Keywords: Data-dependent; bandwidth; Distribution; function; Kernel; estimator; Minimal; smoothness; assumptions; Uniform; in; bandwidth; consistency (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (4)

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