On the asymptotic normality of the L1‐ and L2‐errors in histogram density estimation

DOI10.2307/3315594zbMath0816.62037OpenAlexW2057273720MaRDI QIDQ4320729

Jan Beirlant, László Györfi, Gábor Lugosi

Publication date: 24 July 1995

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315594

zbMATH Keywords

asymptotic normalitycentral limit theoremdensity estimationgoodness-of-fit testasymptotic variancestotal variation distanceasymptotic null distributionhistogram estimatecubic partition

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

Related Items (16)

Asymptotic normality of theL₁-error of a boundary estimator ⋮ Cross-validated density estimates based on Kullback–Leibler information ⋮ The \(L_1\)-norm density estimator process ⋮ Asymptotic Normality ofL₁-Error in Density Estimation ⋮ Nonparametric Independence Tests: Space Partitioning and Kernel Approaches ⋮ On the asymptotic normality of the \(L_1\)-error for Haar series estimates of Poisson point processes boundaries. ⋮ Model-based exception mining for object-relational data ⋮ Large deviations of divergence measures on partitions ⋮ Testing additivity in generalized nonparametric regression models with estimated parameters ⋮ How to get central limit theorems for global errors of estimates. ⋮ Unnamed Item ⋮ On the asymptotic normality of the \(L_2\)-error in partitioning regression estimation ⋮ On Efficient Estimation in Continuous Models Based on Finitely Quantized Observations ⋮ On the lrerror in histogram density estimation: The multidimensional case ⋮ Distribution Estimates Consistent in χ²-Divergence ⋮ On the rate of convergence of error estimates for the partitioning classification rule

Cites Work

• Unnamed Item
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• The kernel estimate is relatively stable
• The Characteristic Function of a Conditional Statistic

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