Asymptotic Normality ofL1-Error in Density Estimation

DOI10.1080/02331889508802500zbMath0836.62029OpenAlexW2093070348MaRDI QIDQ4857303

László Györfi, Alain F. Berlinet, Luc P. Devroye

Publication date: 6 May 1996

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889508802500

zbMATH Keywords

consistencycentral limit theoremdensity estimationhistogram estimateasymptotic Gaussian distribution

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (12)

A new class of metric divergences on probability spaces and its applicability in statistics ⋮ Asymptotic normality of theL₁-error of a boundary estimator ⋮ A note on variance reduction ⋮ On a weighted bootstrap approximation of the \(L_p\) norms of kernel density estimators ⋮ On the asymptotic normality of the \(L_1\)-error for Haar series estimates of Poisson point processes boundaries. ⋮ How to get central limit theorems for global errors of estimates. ⋮ Some approximations toL_p-statistics of kernel density estimators ⋮ Unnamed Item ⋮ On the lrerror in histogram density estimation: The multidimensional case ⋮ Distribution Estimates Consistent in χ²-Divergence ⋮ Weighted bootstrapped kernel density estimators in two-sample problems ⋮ On the rate of convergence of error estimates for the partitioning classification rule

Cites Work

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• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Averaged shifted histograms: Effective nonparametric density estimators in several dimensions
• The kernel estimate is relatively stable
• Central limit theorems for \(L_ p\)-norms of density estimators
• On \(L_ p\)-norms of multivariate density estimators
• Smoothing techniques. With implementation in S
• On the asymptotic normality of the L₁‐ and L₂‐errors in histogram density estimation
• The Characteristic Function of a Conditional Statistic

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