Uniform asymptotics for kernel density estimators with variable bandwidths
From MaRDI portal
Publication:3589229
DOI10.1080/10485250903483331zbMATH Open1328.62233arXiv1007.4350OpenAlexW2963021480MaRDI QIDQ3589229FDOQ3589229
Authors: Hailin Sang, Evarist Giné 
Publication date: 20 September 2010
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Abstract: It is shown that the Hall, Hu and Marron [Hall, P., Hu, T., and Marron J.S. (1995), Improved Variable Window Kernel Estimates of Probability Densities, {it Annals of Statistics}, 23, 1--10] modification of Abramson's [Abramson, I. (1982), On Bandwidth Variation in Kernel Estimates - A Square-root Law, {it Annals of Statistics}, 10, 1217--1223] variable bandwidth kernel density estimator satisfies the optimal asymptotic properties for estimating densities with four uniformly continuous derivatives, uniformly on bounded sets where the preliminary estimator of the density is bounded away from zero.
Full work available at URL: https://arxiv.org/abs/1007.4350
Recommendations
kernel density estimatorrates of convergencespatial adaptationlaw of the logarithmvariable bandwidthsup-norm losssquare root law
Cites Work
- Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées)
- Variable kernel density estimation
- Density estimation by wavelet thresholding
- New concentration inequalities in product spaces
- An estimate on the supremum of a nice class of stochastic integrals and U-statistics
- Nonparametric curve estimation. Methods, theory, and applications
- The concentration of measure phenomenon
- An exponential inequality for the distribution function of the kernel density estimator, with applications to adaptive estimation
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
- An empirical process approach to the uniform consistency of kernel-type function estimators
- On consistency of kernel density estimators for randomly censored data: Rates holding uniformly over adaptive intervals
- Uniform limit theorems for wavelet density estimators
- On bandwidth variation in kernel estimates. A square root law
- Uniform and universal Glivenko-Cantelli classes
- On the bias of variable bandwidth curve estimators
- Improved variable window kernel estimates of probability densities
- Variable window width kernel estimates of probability densities
- A note on bias reduction in variable‐kernel density estimates
- Laws of the iterated logarithm for the local U-statistic process
- Generalized kernel density estimator
Cited In (17)
- Asymptotics for the transformation kernel density estimator
- Variable bandwidth kernel regression estimation
- Title not available (Why is that?)
- Local nearest neighbour classification with applications to semi-supervised learning
- On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
- Title not available (Why is that?)
- On global properties of variable bandwidth density estimators
- Optimum bandwidths and kernels for estimating certain discontinuous densities
- Consistency of multivariate density estimators using random bandwidths
- Uniform in bandwidth estimation of the gradient lines of a density
- Resampling‐based confidence intervals for model‐free robust inference on optimal treatment regimes
- Title not available (Why is that?)
- Proving consistency of non-standard kernel estimators
- A minimax result for a class of nonparametric density estimators
- Variable kernel density estimation
- Central limit theorem for the variable bandwidth kernel density estimators
- Weighted uniform consistency of kernel density estimators with general bandwidth sequences
This page was built for publication: Uniform asymptotics for kernel density estimators with variable bandwidths
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3589229)
