On the maximum deviation between the histogram and the underlying density

DOI10.1007/BF00531558zbMath0449.62019OpenAlexW1984652310MaRDI QIDQ3896353

David Freedman, Persi Diaconis

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00531558

zbMATH Keywords

histogramnormal distributionmaximum deviationdensity estimationextreme value distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Related Items

Estimating beta-mixing coefficients via histograms ⋮ A review of uncertainty quantification for density estimation ⋮ Universal consistency of delta estimators

Cites Work

• On the maximum of scaled multinomial variables
• On the maximum difference between the empirical and expected histograms for sums. II
• On the mode of an empirical histogram for sums
• Another note on the Borel-Cantelli lemma and the strong law, with the Poisson approximation as a by-product
• On some global measures of the deviations of density function estimates
• On empirical density function
• On the histogram as a density estimator:L 2 theory
• On the Maximum Deviation of the Sample Density
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