Estimation nonparamétrique multidimensionnelle des dérivées de la régression

Abstract: We establish uniform consistency rates for Nadaraya–Watson kernel-type estimators of the regression derivatives in a multidimensional framework. Our methods are based upon modern empirical process theory in the spirit of Deheuvels and Mason [Stat. Inference Stoch. Process. 7 (2004)] with respect to uniform deviations of nonparametric estimators. To cite this article: D. Blondin, C. R. Acad. Sci. Paris, Ser. I 339 (2004). [Copyright &y& Elsevier]