Comparisons Between Local Linear Estimator and Kernel Smooth Estimator for a Smooth Distribution Based on MSE Under Right Censoring

2007 ◽  
Vol 36 (2) ◽  
pp. 297-312
Author(s):  
Liang Peng ◽  
Shan Sun
Keyword(s):  
Right Censoring ◽  
Linear Estimator ◽  
Local Linear ◽  
Local Linear Estimator ◽  
Kernel Smooth

scholarly journals LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES

2012 ◽  
Vol 28 (5) ◽  
pp. 935-958 ◽  
Author(s):  
Degui Li ◽  
Zudi Lu ◽  
Oliver Linton
Keyword(s):  
Convergence Rates ◽  
Regression Function ◽  
Linear Estimator ◽  
Uniform Consistency ◽  
Linear Fitting ◽  
Semiparametric Modeling ◽  
Local Linear Fitting ◽  
Local Linear ◽  
Local Linear Estimator ◽  
Nonparametric Kernel

Local linear fitting is a popular nonparametric method in statistical and econometric modeling. Lu and Linton (2007, Econometric Theory23, 37–70) established the pointwise asymptotic distribution for the local linear estimator of a nonparametric regression function under the condition of near epoch dependence. In this paper, we further investigate the uniform consistency of this estimator. The uniform strong and weak consistencies with convergence rates for the local linear fitting are established under mild conditions. Furthermore, general results regarding uniform convergence rates for nonparametric kernel-based estimators are provided. The results of this paper will be of wide potential interest in time series semiparametric modeling.

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