On the convergence of kernel estimators of probability density functions

DOI10.1007/BF02480937zbMath0515.62034WikidataQ122753972 ScholiaQ122753972MaRDI QIDQ1052006

Albert E. Rust, Chris P. Tsokos

Publication date: 1981

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

algorithm; uniform convergence; fast Fourier transform; empirical characteristic functions; density estimators; rate of almost sure convergence; convergence of kernel estimators; fixed-bandwidth estimators; reproducing-kernel Hilbert spaces; variable-bandwidth estimators

Mathematics Subject Classification ID

62G05: Nonparametric estimation

65C99: Probabilistic methods, stochastic differential equations

Related Items

Random approximations to some measures of accuracy in nonparametric curve estimation, A sharper central limit theorem for sums of random elements in hilbert space

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Complete convergence for weighted sums of arrays of random elements
• Mean square error properties of density estimates
• Consistency properties of nearest neighbor density function estimators
• On Convergence in the $L_2$-Norm of Probability Density Estimates
• Variable Kernel Estimates of Multivariate Densities
• A Nonparametric Estimate of a Multivariate Density Function
• On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
• On Estimation of a Probability Density Function and Mode