Consistency of multivariate density estimators using random bandwidths

DOI10.1080/03610926.2013.830747zbMATH Open1338.62103OpenAlexW2021092172MaRDI QIDQ2807676FDOQ2807676

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

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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)

Cites Work

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

Cited In (2)

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

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