Uniform in bandwidth exact rates for a class of kernel estimators

Davit Varron, Ingrid Van Keilegom

Given an i.i.d sample $(Y_i,Z_i)$, taking values in $\RRR^{d'}\times \RRR^d$, we consider a collection Nadarya-Watson kernel estimators of the conditional expectations $\EEE(<c_g(z…