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

DOI10.1214/21-AOS2157MaRDI QIDQ2148981

John H. J. Einmahl, Philippe Berthet

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

local empirical processdensity level setminimum volume setexcess masscube root asymptoticsargmax drifted Wiener processset-valued estimator

Mathematics Subject Classification ID

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

Cites Work

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