We establish exact rates of strong uniform consistency for the multivariate Nadaraya-Watson kernel estimator of the regression function and its derivatives. As a special case, we treat the local linear estimator of the regression and the local polynomial smoothers of derivatives of the regression in the more convenient univariate setting. Our methods of proofs are based upon modern empirical process theory in the spirit of the results of Einmahl and Mason [4] and Deheuvels and Mason [2] relative to uniform deviations of nonparametric kernel estimators.Key words: nonparametric regression, derivative estimation, kernel estimation, local linear least squares kernel estimator, local polynomial fitting, strong uniform consistency, rate of convergence, uniform limit law of the logarithm.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.