Pointwise and uniform convergence of multivariate kernel density estimators using random bandwidths

Santanu Dutta and Koushik Saha

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 6, 2708-2723

Abstract: We obtain the rates of pointwise and uniform convergence of multivariate kernel density estimators using a random bandwidth vector obtained by some data-based algorithm. We are able to obtain faster rate for pointwise convergence. The uniform convergence rate is obtained under some moment condition on the marginal distribution. The rates are obtained under i.i.d. and strongly mixing type dependence assumptions.

Date: 2017
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DOI: 10.1080/03610926.2015.1048886

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