On the asymptotic normality of the L1‐ and L2‐errors in histogram density estimation

DOI10.2307/3315594MaRDI QIDQ4320729zbMATH OpenOpenAlexFDO

Authors J. Beirlant, László Györfi, Gábor Lugosi

Publication date 24 July 1995

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315594

zbMATH Keywords

asymptotic normalityasymptotic null distributionasymptotic variancescentral limit theoremcubic partitiondensity estimationgoodness-of-fit testhistogram estimatetotal variation distance

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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Cites work

• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• The Characteristic Function of a Conditional Statistic
• The kernel estimate is relatively stable

Cited in

(23)

• A bivariate histogram density estimator: Consistency and asymptotic normality
• On the asymptotic normality of the \(L_2\)-error in partitioning regression estimation
• The \(L_1\)-norm density estimator process
• On the asymptotic normality of the \(L_1\)-error for Haar series estimates of Poisson point processes boundaries.
• On the rate of convergence of error estimates for the partitioning classification rule
• How to get central limit theorems for global errors of estimates.
• Model-based exception mining for object-relational data
• On Efficient Estimation in Continuous Models Based on Finitely Quantized Observations
• Nonparametric Independence Tests: Space Partitioning and Kernel Approaches
• On the lrerror in histogram density estimation: The multidimensional case
• Distribution Estimates Consistent in χ²-Divergence
• scientific article; zbMATH DE number 718737 (Why is no real title available?)
• scientific article; zbMATH DE number 1036070 (Why is no real title available?)
• Cross-validated density estimates based on Kullback–Leibler information
• Asymptotic Normality ofL₁-Error in Density Estimation
• A note on the asymptotic law of the histogram without continuity assumptions
• Asymptotic normality of theL₁-error of a boundary estimator
• Almost Sure L_r-Norm Convergence for Data-Based Histogram Density Estimates
• Large deviations of divergence measures on partitions
• Testing additivity in generalized nonparametric regression models with estimated parameters
• Asymptotic properties of histogram density estimation for long-span high-frequency data in diffusion processes
• Composite goodness-of-fit tests with kernels
• On the asymptotic properties of the jackknife histogram

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