Uniform law of the logarithm for the conditional distribution function and application to certainty bands
Résumé
In this paper, we establish exact rate of strong uniform consistency for the local linear estimator of the conditional distribution function. As a consequence of our main result, we give asymptotic uniform certainty bands. We illustrate our results with simulations.
| Origine | Fichiers produits par l'(les) auteur(s) |
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