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

zbMATH Open1048.60024arXiv1402.1417MaRDI QIDQ4473015FDOQ4473015

Authors: A. Yu. Zaitsev 

Publication date: 7 July 2004

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.

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

Recommendations

• scientific article; zbMATH DE number 4084651
• Central limit theorems for \(L_ p\)-norms of density estimators
• Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp
• Rate of convergence in \(L_ 2\) of the projection estimator of the distribution density
• Asymptotics of the \(L_p\)-norms of density estimators in linear processes
• scientific article; zbMATH DE number 4088625
• On the rate of normal approximation in \(D[0,1]\)
• scientific article; zbMATH DE number 3913357
• scientific article; zbMATH DE number 5521260

Mathematics Subject Classification ID

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

Cited In (3)

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

This page was built for publication: Estimates of the rate of approximation in the CLT for $L_1$-norm of density estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4473015)