The strong uniform convergence of multivariate variable kernel estimates
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Publication:4723025
DOI10.2307/3314798zbMath0615.62044OpenAlexW2123527195MaRDI QIDQ4723025
Clark S. Penrod, Luc P. Devroye
Publication date: 1986
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/4e4b718e7b7d4d6d593835b60f321240561ad858
kernel density estimatorstrong consistencynearest neighbourvariable bandwidthstrong uniform convergenceBreiman's estimatemultivariate variable kernel estimates
Multivariate analysis (62H99) Nonparametric estimation (62G05) Strong limit theorems (60F15) Nonparametric inference (62G99)
Related Items (9)
Uniform consistency of automatic and location-adaptive delta-sequence estimators ⋮ Comments on ``A new theoretical and algorithmical basis for estimation, identification and control by P. Kovanic ⋮ On multivariate variable-kernel density estimates for time series ⋮ Almost sure convergence of the \(k_{T}\)-occupation time density estimator ⋮ A decomposition‐based approach to uncertainty analysis of feed‐forward multicomponent systems ⋮ On the risk of estimates for block decreasing densities ⋮ Location-adaptive density estimation and nearest-neighbor distance ⋮ Asymptotic properties of Dirichlet kernel density estimators ⋮ Optimal classification scores based on multivariate marker transformations
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