Cube root weak convergence of empirical estimators of a density level set

DOI10.1214/21-AOS2157MaRDI QIDQ2148981zbMATH OpenFDO

Authors Ph. Berthet, John H. J. Einmahl

Publication date 24 June 2022

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

Full work available at URL https://arxiv.org/abs/2006.02229

zbMATH Keywords

cube root asymptoticslocal empirical processdensity level setminimum volume setexcess massargmax drifted Wiener processset-valued estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

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Cites work

• scientific article; zbMATH DE number 3986407 (Why is no real title available?)
• scientific article; zbMATH DE number 236540 (Why is no real title available?)
• Asymptotic Statistics
• Asymptotic normality of plug-in level set estimates
• Central limit theorems for local empirical processes near boundaries of sets
• Confidence regions for level sets
• Cube root asymptotics
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• Estimation of a Convex Density Contour in Two Dimensions
• Estimation of extreme risk regions under multivariate regular variation
• Excess Mass Estimates and Tests for Multimodality
• High-dimensional nonparametric density estimation via symmetry and shape constraints
• Kernel estimation of density level sets
• Learning minimum volume sets
• Local empirical processes near boundaries of convex bodies
• Measuring mass concentrations and estimating density contour clusters -- An excess mass approach
• Methods for estimation of convex sets
• Minimum Covering Ellipses
• Minimum volume sets and generalized quantile processes
• Nonparametric confidence regions for level sets: statistical properties and geometry
• On nonparametric estimation of density level sets
• Probability inequalities for empirical processes and a law of the iterated logarithm
• Smallest nonparametric tolerance regions.
• Stochastic and Integral Geometry
• The asymptotics of Rousseeuw's minimum volume ellipsoid estimator
• The distribution of the argmax of two-sided brownian motion with quadratic drift
• The excess-mass ellipsiod
• The silhouette, concentration functions and ML-density estimation under order restrictions.
• Weak convergence and empirical processes. With applications to statistics

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• Cube root weak convergence of empirical estimators of a density level set

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