| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152950 | Statistics & Probability Letters | 2010 | 6 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
José E. Chacón, Alberto Rodríguez-Casal,