On the maximum deviation between the histogram and the underlying density

DOI10.1007/BF00531558MaRDI QIDQ3896353zbMATH OpenOpenAlexFDO

Authors David Freedman, Persi Diaconis

Publication date 1981

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00531558

zbMATH Keywords

density estimationextreme value distributionhistogrammaximum deviationnormal distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Cites work

• Another note on the Borel-Cantelli lemma and the strong law, with the Poisson approximation as a by-product
• scientific article; zbMATH DE number 3816832 (Why is no real title available?)
• scientific article; zbMATH DE number 3656965 (Why is no real title available?)
• scientific article; zbMATH DE number 3107305 (Why is no real title available?)
• On empirical density function
• On some global measures of the deviations of density function estimates
• On the histogram as a density estimator:L 2 theory
• On the Maximum Deviation of the Sample Density
• On the maximum difference between the empirical and expected histograms for sums. II
• On the maximum of scaled multinomial variables
• On the mode of an empirical histogram for sums

Cited in

(3)

• A review of uncertainty quantification for density estimation
• Universal consistency of delta estimators
• Estimating beta-mixing coefficients via histograms

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