Estimates of the rate of approximation in the CLT for L₁-norm of density estimators

MaRDI QIDQ4473015zbMATH OpenFDO

Authors A. Yu. Zaitsev

Publication date 7 July 2004

Full work available at URL https://arxiv.org/abs/1402.1417

Mathematics Subject Classification ID

Density estimation (62G07) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Abstract: We provide estimates of the rate of strong approximation and bounds for probabilities of moderate deviations in the CLT for the $L_1$-norm of the kernel density estimator without any assumptions on the density and assuming that the kernel is bounded and has bounded support.

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Cited in

(3)

• Moderate deviations for the \(L_1\)-norm of kernel density estimators
• The \(L_1\)-norm density estimator process
• Central limit theorems for \(L_ p\)-norms of density estimators

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