Limit theorems for stochastic measures of the accuracy of density estimators

Central limit and other weak theorems (60F05) Stochastic processes (60G99) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Cites work

A Review of Some Non-parametric Methods of Density Estimation
An approximation of partial sums of independent RV'-s, and the sample DF. I
Functions of Order Statistics
scientific article; zbMATH DE number 3428313 (Why is no real title available?)
scientific article; zbMATH DE number 3211301 (Why is no real title available?)
Improvement of Kernel Type Density Estimators
Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
Invalidity of average squared error criterion in density estimation
Mean squared errors of estimates of a density and its derivatives
Nonparametric probability density estimation
On Choosing a Delta-Sequence
On Estimation of a Probability Density Function and Mode

Cited in

(27)

Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
Random approximations to some measures of accuracy in nonparametric curve estimation
The kernel estimate is relatively stable
Central limit theorems for $L_ p$-norms of density estimators
Lower bounds for bandwidth selection in density estimation
Quadratic errors for nonparametric estimates under dependence
Asymptotic distribution for a discrete version of integrated square error of multivariate density kernel estimators
Verification of the hypotheses on the equality of densities of the distributions
A note on the integrated square errors of kernel density estimators under random censorship
Convergence properties of an empirical error criterion for multivariate density estimation
Averaging of density kernel estimators
On one homogeneity test based on the kernel-type estimators of the distribution density
On the homogeneity test based on the kernel-type estimators of a distribution density
A central limit theorem for the weighted integrated squared error of the kernel type density estimator under the proportional hazard model
Large-sample study of the kernel density estimators under multiplicative censoring
On one Homogeneity Test Based on Quadratic Deviations between Kernel Estimators of a Distribution Density in $p\geq 2$ Independent Samples
On deviations between kernel-type estimators of a distribution density in p2 independent samples
Weighted bootstrapped kernel density estimators in two-sample problems
Squared error-based shrinkage estimators of discrete probabilities and their application to variable selection
On deviations between projection Chentsov type estimators of a distribution density in ${p}\geq 2$ independent samples
On the asymptotic normality for integrated square error of Wegman-Davies recursive density estimators
Central limit theorem for integrated square error of multivariate nonparametric density estimators
Asymptotics for $L_ p$-norms of kernel estimators of densities
Asymptotic expansion for ISE of kernel density estimators under censored dependent model
On a weighted bootstrap approximation of the $L_p$ norms of kernel density estimators
Asymptotics for $L_ p$-norms of Fourier series density estimators
Optimal bandwidth selection for multivariate kernel deconvolution density estimation

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