Some approximations toLp-statistics of kernel density estimators

DOI10.1080/02331880701223589MaRDI QIDQ5758159zbMATH OpenOpenAlexFDO

Authors Majid Mojirsheibani

Publication date 3 September 2007

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880701223589

zbMATH Keywords

approximationbootstrapBrownian bridgeCLT

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A refinement of the KMT inequality for the uniform empirical process
• Approximation for bootstrapped empirical processes
• Asymptotic Normality ofL₁-Error in Density Estimation
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Central limit theorems for \(L_ p\)-norms of density estimators
• Maximum penalized likelihood estimation. Vol. 1: Density estimation
• On \(L_ p\)-norms of multivariate density estimators
• On Estimation of a Probability Density Function and Mode
• Remarks on Some Nonparametric Estimates of a Density Function
• The power and optimal kernel of the Bickel-Rosenblatt test for goodness of fit

Cited in

(6)

• A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets
• L_p distance for kernel density estimator in length-biased data
• Weighted bootstrapped kernel density estimators in two-sample problems
• Direct density estimation of \(L\)-estimates via characteristic functions with applications
• On a weighted bootstrap approximation of the \(L_p\) norms of kernel density estimators
• Integral distribution-free statistics of \(L_p\)-type and their asymptotic comparison

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