The kernel estimate is relatively stable

DOI10.1007/BF00959615zbMath0627.62037OpenAlexW1989580136MaRDI QIDQ1092554

Luc P. Devroye

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00959615

zbMATH Keywords

strong convergencestrong law of large numbersdensity estimationexponential inequalitiesrelative stabilityParzen-Rosenblatt kernel estimator

Mathematics Subject Classification ID

Multivariate analysis (62H99) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Uniform \(L_1\)-distance large deviations in nonparametric density estimation, Central limit theorems for \(L_ p\)-norms of density estimators, Universal smoothing factor selection in density estimation: theory and practice. (With discussion), On the asymptotic normality of the L₁‐ and L₂‐errors in histogram density estimation, Asymptotic Normality ofL₁-Error in Density Estimation, An L₁ analysis of a kernel‐based hazard rate estimator, An equivalence theorem for \(L_ 1\) convergence of the kernel regression estimate, Consistent deconvolution in density estimation, Nonparametric density estimates with improved . performance on given sets of densities, Large deviations for the \(L_1\)-distance in kernel density estimation

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