Rates of convergence for the distance between distribution function estimators (Q1083146): Difference between revisions
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Revision as of 00:03, 12 February 2024
scientific article
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English | Rates of convergence for the distance between distribution function estimators |
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Rates of convergence for the distance between distribution function estimators (English)
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1986
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The content of the paper is accurately given in the author's summary: ''The normed difference between ''kernel'' distribution function estimators \(\hat F{}_ n\) and the empirical distribution function \(F_ n\) is investigated. Conditions on the kernel and bandwidth of \(\hat F{}_ n\) are given so that \(a_ n\| \hat F_ n-F_ n\| \to 0\) with probability 1 as \(n\to \infty\) for both the sup-norm \(\| g\|_{\infty}=\sup | g(x)|\) and \(L_ 1\) norm \(\| g\|_ 1=\int | g(x)| dx\). Applications include equivalence in asymptotic distribution of \(T(\hat F_ n)\) and \(T(F_ n)\) (to order \(a_ n)\) for certain robust functionals T(.).''
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rates of convergence
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kernel density estimators
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weak convergence
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empirical distribution function
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bandwidth
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sup-norm
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