Research output: Contribution to journal › Article › peer-review
Uniform convergence rates for nonparametric estimators smoothed by the beta kernel. / Hirukawa, Masayuki; Murtazashvili, Irina; Prokhorov, Artem.
In: Scandinavian Journal of Statistics, Vol. 49, No. 3, 09.2022, p. 1353-1382.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Uniform convergence rates for nonparametric estimators smoothed by the beta kernel
AU - Hirukawa, Masayuki
AU - Murtazashvili, Irina
AU - Prokhorov, Artem
N1 - Publisher Copyright: © 2022 The Board of the Foundation of the Scandinavian Journal of Statistics.
PY - 2022/9
Y1 - 2022/9
N2 - This paper provides a set of uniform consistency results with rates for nonparametric density and regression estimators smoothed by the beta kernel having support on the unit interval. Weak and strong uniform convergence is explored on the basis of expanding compact sets and general sequences of smoothing parameters. The results in this paper are useful for asymptotic analysis of two-step semiparametric estimation using a first-step kernel estimate as a plug-in. We provide simulations and a real data example illustrating attractive properties of the estimators.
AB - This paper provides a set of uniform consistency results with rates for nonparametric density and regression estimators smoothed by the beta kernel having support on the unit interval. Weak and strong uniform convergence is explored on the basis of expanding compact sets and general sequences of smoothing parameters. The results in this paper are useful for asymptotic analysis of two-step semiparametric estimation using a first-step kernel estimate as a plug-in. We provide simulations and a real data example illustrating attractive properties of the estimators.
KW - beta kernel
KW - boundary bias
KW - nonparametric density estimation
KW - nonparametric regression estimation
KW - rates of convergence
KW - MULTIPLICATIVE BIAS CORRECTION
KW - DENSITY-ESTIMATION
KW - REGRESSION
KW - MODELS
UR - http://www.scopus.com/inward/record.url?scp=85123595554&partnerID=8YFLogxK
UR - https://www.mendeley.com/catalogue/2e1e0a06-1970-3bce-9205-6dc7d6899341/
U2 - 10.1111/sjos.12573
DO - 10.1111/sjos.12573
M3 - Article
AN - SCOPUS:85123595554
VL - 49
SP - 1353
EP - 1382
JO - Scandinavian Journal of Statistics
JF - Scandinavian Journal of Statistics
SN - 0303-6898
IS - 3
ER -
ID: 94060566