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Uniform in bandwidth consistency of kernel estimators of the density of mixed data

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Mason, David M.
Swanepoel, Jan W.H.

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Institute of Mathematical Statistics

Abstract

We establish a general uniform in bandwidth consistency result for kernel estimators of the unconditional and conditional joint density of a distribution, which is defined by a mixed discrete and continuous random variable

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Mason, D.M. & Swanepoel, J.W.H. 2015. Uniform in bandwidth consistency of kernel estimators of the density of mixed data. Electronic journal of statistics, 9(1):1518-1539. [http://dx.doi.org/10.1214/15-EJS1049]

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