Rates of convergence for the distance between distribution function estimators (Q1083146)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Rates of convergence for the distance between distribution function estimators
scientific article

    Statements

    Rates of convergence for the distance between distribution function estimators (English)
    0 references
    0 references
    1986
    0 references
    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(.).''
    0 references
    rates of convergence
    0 references
    kernel density estimators
    0 references
    weak convergence
    0 references
    empirical distribution function
    0 references
    bandwidth
    0 references
    sup-norm
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references