摘要
This paper derives some uniform convergence rates for kernel regression of some index functions that may depend on infinite dimensional parameter. The rates of convergence are computed for independent, strongly mixing and weakly dependent data respectively. These results extend the existing literature and are useful for the derivation of large sample properties of the estimators in some semiparametric and nonparametric models.
This paper derives some uniform convergence rates for kernel regression of some index functions that may depend on infinite dimensional parameter. The rates of convergence are computed for independent, strongly mixing and weakly dependent data respectively. These results extend the existing literature and are useful for the derivation of large sample properties of the estimators in some semiparametric and nonparametric models.
基金
National Natural Science Foundation of China (Grant No. 70971082)
Shanghai Leading Academic Discipline Project at Shanghai University of Finance and Economics (SHUFE) (Grant No. B803)
Key Laboratory of Mathematical Economics (SHUFE), Ministry of Education
