On the relationship between stability of extreme order statistics and convergence of the maximum likelihood kernel density estimate
From MaRDI portal
Publication:914284
DOI10.1214/aos/1176347256zbMath0701.62045WikidataQ101202333 ScholiaQ101202333MaRDI QIDQ914284
Paul Deheuvels, Michel Broniatowski, Luc P. Devroye
Publication date: 1989
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347256
rate of convergence; order statistics; strong stability; kernel density estimators; L1-consistency; cross-validated likelihood product; densities with unbounded support; domain of attraction of Gumbel's law; stability of extremes
62G05: Nonparametric estimation
Related Items
Hellinger distance and Kullback-Leibler loss for the kernel density estimator, A comparative study of several smoothing methods in density estimation, Universal smoothing factor selection in density estimation: theory and practice. (With discussion), An assessment of finite sample performance of adaptive methods in density estimation, On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate, Likelihood cross-validation bandwidth selection for nonparametric kernel density estimators†