An application of the Efron-Stein inequality in density estimation (Q1094771)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An application of the Efron-Stein inequality in density estimation |
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An application of the Efron-Stein inequality in density estimation (English)
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1987
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The Efron-Stein inequality is applied to prove that the kernel density estimate \(f_ n\), with an arbitrary nonnegative kernel and an arbitrary smoothing factor, satisfies the inequality var(\(\int | f_ n- f|)\leq 4/n\) for all densities f. Similar inequalities are obtained for other estimates.
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distribution-free confidence interval
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Efron-Stein inequality
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kernel density estimate
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arbitrary nonnegative kernel
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arbitrary smoothing factor
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