Kernel density estimates in a non-standard situation

DOI10.1007/S42519-020-00161-0MaRDI QIDQ2223170zbMATH OpenOpenAlexFDO

Authors Arup Bose, Madhuchhanda Bhattacharjee

Publication date 28 January 2021

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s42519-020-00161-0

zbMATH Keywords

box plotEfron-Stein inequalityeigenvaluesEsseen's lemmakernel density estimatelimiting spectral distributionsample variance covariance matrixToeplitz matrixWigner matrix

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Inequalities; stochastic orderings (60E15) Asymptotic distribution theory in statistics (62E20) Density estimation (62G07)

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Cites work

• A distribution-free theory of nonparametric regression
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• Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices
• Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices
• Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices
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• scientific article; zbMATH DE number 6871570 (Why is no real title available?)
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• Martingale Transforms
• Spectral measure of large random Hankel, Markov and Toeplitz matrices
• The jackknife estimate of variance
• The rate of convergence of spectra of sample covariance matrices

Cited in

(2)

• Using pseudometrics in kernel density estimation
• Deviation in kernel density estimation: super-optimal case

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