The L₁ convergence of kernel density estimates

DOI10.1214/AOS/1176344796zbMATH Open0423.62031OpenAlexW2092066988MaRDI QIDQ1134471FDOQ1134471

Authors: T. J. Wagner, Luc Devroye 

Publication date: 1979

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344796

zbMATH Keywords

kernel density estimatesL1 convergence

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05)

Cited In (17)

• Minimum distance estimation in a finite mixture regression model
• Application of copulas to multivariate control charts
• Title not available (Why is that?)
• On arbitrarily slow rates of global convergence in density estimation
• Minimum Hellinger distance estimation in a nonparametric mixture model
• Kernel density estimation with doubly truncated data
• Robust variable selection for finite mixture regression models
• Density estimation in the simple proportional hazards model
• Laws of the iterated logarithm for nonparametric density estimators
• Smooth bootstrapping of copula functionals
• Universal consistency of delta estimators
• Kernel estimation of smooth densities unsing fabian's approach
• Title not available (Why is that?)
• Bounds for the uniform deviation of empirical measures
• Some asymptotic properties of nonparametric regression estimators in case of randomly censored data
• Rank-based kernel estimation of the area under the ROC curve
• High-dimensional regression with unknown variance

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