Consistency of multivariate density estimators using random bandwidths

DOI10.1080/03610926.2013.830747MaRDI QIDQ2807676zbMATH OpenOpenAlexFDO

Authors Santanu Dutta, Koushik Saha

Publication date 25 May 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2013.830747

zbMATH Keywords

cross-validation\(L_{1}\) distancemultivariate kernel density estimate

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Recommendations

• Pointwise and uniform convergence of multivariate kernel density estimators using random bandwidths
• Pointwise and uniform convergence of kernel density estimators using random bandwidths
• Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées)
• On the strong uniform consistency of a new kernel density estimator
• Uniform asymptotics for kernel density estimators with variable bandwidths

Cites work

• Approximation Theorems of Mathematical Statistics
• Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation
• Estimation of the MISE and the optimal bandwidth vector of a product kernel density estimate
• The equivalence of weak, strong, and complete convergence in \(L_ 1\) for kernel density estimates

Cited in

(2)

• Weak conditions for shrinking multivariate nonparametric density estimators
• Pointwise and uniform convergence of multivariate kernel density estimators using random bandwidths

This page was built for publication: Consistency of multivariate density estimators using random bandwidths

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2807676)