Central limit theorems for \(L_ p\)-norms of density estimators
From MaRDI portal
Publication:1110895
DOI10.1007/BF00356106zbMath0657.60026OpenAlexW2046082517MaRDI QIDQ1110895
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/bf00356106
Related Items
Non-linear functionals of the Brownian bridge and some applications., A central limit theorem for the \(L_2\) error of positive wavelet density estimator, The LIL for the Bickel-Rosenblatt test statistic, Central Limit Theorem for ISE of Kernel Density Estimators in Censored Dependent Model, A bound on the \(\mathcal{L}_ 1\)-error of a nonparametric density estimator with censored data, The distance between a naive cumulative estimator and its least concave majorant, Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for reversible Markov processes, On estimation of analytic density functions in \(L_p\), On the weak convergence of kernel density estimators inLpspaces, The \(L_1\)-norm density estimator process, On a weighted bootstrap approximation of the \(L_p\) norms of kernel density estimators, Asymptotic Normality ofL1-Error in Density Estimation, Moderate deviation and large deviation for Wegman-Davies recursive density estimator, Asymptotics for \(L_ p\)-norms of Fourier series density estimators, Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models., Asymptotic of theLr-norm of density estimators in the autoregressive time series, Czekanowski's Index of Overlap, itsLp-Type Extension, and BIAS Reduction, Rényi-type empirical processes, Moderate deviations and law of the iterated logarithm in \(L_1(\mathbb R^d)\) for kernel density estimators, Goodness‐of‐fit Test for Directional Data, Testing functional inequalities, Asymptotics of $L_\lambda$ -Norms of ARCH(p) Innovation Density Estimators, The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator, Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for uniformly ergodic Markov processes, Functional asymptotic normality of the \(L_{2}\)-deviation of the kernel density estimation indexed by classes of weight functions, Some approximations toLp-statistics of kernel density estimators, Asymptotic normality for wavelet deconvolution density estimators, Asymptotic normality of the \(L_1\) error of the Grenander estimator, Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models., TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS, On the lrerror in histogram density estimation: The multidimensional case, Large deviations for the \(L_1\)-distance in kernel density estimation, Weighted bootstrapped kernel density estimators in two-sample problems, On the asymptotlc normality for l2-error of wavelei density estimator with application, Local linear kernel estimation for discontinuous nonparametric regression functions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Weighted empirical and quantile processes
- The kernel estimate is relatively stable
- A refinement of the KMT inequality for the uniform empirical process
- Approximations of weighted empirical and quantile processes
- Limit theorems for stochastic measures of the accuracy of density estimators
- Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
- On some global measures of the deviations of density function estimates
- On the centering of a simple linear rank statistic
- Remarks on Some Nonparametric Estimates of a Density Function
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- Invalidity of average squared error criterion in density estimation
- Nonparametric probability density estimation
- On Estimation of a Probability Density Function and Mode
