Central limit theorem for integrated square error of multivariate nonparametric density estimators

DOI10.1016/0047-259X(84)90044-7zbMATH Open0528.62028MaRDI QIDQ786474FDOQ786474

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

variable kernels integrated square error degenerate U-statistics Rosenblatt-Parzen kernel estimator

Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12) Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42)

Cites Work

A quadratic measure of deviation of two-dimensional density estimates and a test of independence
Multivariate k-nearest neighbor density estimates
On some global measures of the deviations of density function estimates
An approximation of partial sums of independent RV'-s, and the sample DF. I
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Martingale Central Limit Theorems
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Functional limit theorems for U-statistics in the degenerate case
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Limit theorems for stochastic measures of the accuracy of density estimators
On the invariance principle for U-statistics

Cited In (only showing first 100 items - show all)

Integrated square error of nonparametric estimators of regression function: The fixed design case
On the integrated squared error of the linear wavelet density estimator
Nonparametric dynamic panel data models: kernel estimation and specification testing
Fixed design local polynomial smoothing and bandwidth selection for right censored data
A nonparametric measure of heteroskedasticity
Adaptive chi-square tests
Nonparametric tests of moment condition stability
Non parametric estimation of the diffusion coefficient of a diffusion process
A simple test for multivariate conditional symmetry
Central limit theorems for quadratic errors of nonparametric estimators
Asymptotic expansion for ISE of kernel density estimators under censored dependent model
Density based tests for goodness-of-fit
A central limit theorem for a random quadratic form of strictly stationary processes
Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models
On Asymptotic Minimaxity of Kernel-based Tests
Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
A central limit theorem for the integrated square error of the kernel density estimators with randomly censored data
Testing additive separability of error term in nonparametric structural models
How to get central limit theorems for global errors of estimates.
Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting
Asymptotic Normality ofL₁-Error in Density Estimation
Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models
Checking nonparametric component for partial linear regression model with missing response
Testing parametric conditional distributions using the nonparametric smoothing method
On the asymptotic normality of the L₁‐ and L₂‐errors in histogram density estimation
Nonparametric least squares estimation in derivative families
Hypothesis testing in linear regression when \(k/n\) is large
Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression
Some approximations toL_p-statistics of kernel density estimators
Asymptotic normality for wavelet deconvolution density estimators
Martingale estimates for the distribution of the deviation of density estimates
Testing for structural changes in linear regressions with time-varying variance
Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances
Integral approximation by kernel smoothing
Empirical mark covariance and product density function of stationary marked point processes -- a survey on asymptotic results
Asymptotic distribution for a discrete version of integrated square error of multivariate density kernel estimators
On a weighted bootstrap approximation of the \(L_p\) norms of kernel density estimators
Sieve instrumental variable quantile regression estimation of functional coefficient models
Parameter estimation for the logistic regression model under case-control study
Quadratic deviation of penalized mean squares regression estimates
A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
Testing independence in nonparametric regression
A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
A central limit theorem for the \(L_2\) error of positive wavelet density estimator
Conditional mean and quantile dependence testing in high dimension
On weak approximations of \(U\)-statistics
The central limit theorem for degenerate variable \(U\)-statistics under dependence
Testing for discrete choice models
Model checking for parametric regressions with response missing at random
Minimum distance lack-of-fit tests for fixed design
Empirical Bayes nonparametric kernel density estimation
A nonparametric measure of independence under a hypothesis of independent components
A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
On the asymptotlc normality for l₂-error of wavelei density estimator with application
A consistent bootstrap procedure for nonparametric symmetry tests
A Semiparametric Kernel Independence Test With Application to Mutational Signatures
A goodness of fit test for the survival function under random right censoring
On the lrerror in histogram density estimation: The multidimensional case
Nonparametric entropy-based tests of independence between stochastic processes
Convergence rates for average square errors for kernel smoothing estimators
Comments on a data based bandwidth selector
Semiparametric single index versus fixed link function modelling
Asymptotic theory of U-statistics
Density testing in a contaminated sample
Central limit theorems for the integrated squared error of derivative estimators
Integrated Square Error Asymptotics for Supersmooth Deconvolution
Central limit theorems for generalizedU-statistics with applications in nonparametric specification
Pairwise-difference estimation of incomplete information games
A central limit theorem for generalized multilinear forms
Nonparametric model check based on local polynomial fitting
A note on variable selection in nonparametric regression with dependent data
Measures of Dependence and Tests of Independence
The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator
A nonparametric test for changing trends
Nonparametric specification tests for conditional duration models
Smoothed cross-validation
Goodness-of-fit test for directional data
On the optimization of the weighted Bickel--Rosenblatt test
Testing symmetry of an unknown density function by kernel method
Specification testing for errors-in-variables models
On coupling constructions and rates in the CLT for dependent summands with applications to the antivoter model and weighted \(U\)-statistics
Random approximations to some measures of accuracy in nonparametric curve estimation
Asymptotic properties of Dirichlet kernel density estimators
Minimum distance partial linear regression model checking with Berkson measurement errors
A consistent bootstrap test for conditional density functions with time-series data
Sharp minimax tests for large covariance matrices and adaptation
Invariant tests for multivariate normality: A critical review
Quantitative CLTs for symmetric \(U\)-statistics using contractions
Smooth coefficient estimation of a seemingly unrelated regression
Testing with many weak instruments
The LIL for the Bickel-Rosenblatt test statistic
Structural test in regression on functional variables
A new method of normal approximation
Functional asymptotic normality of the \(L_{2}\)-deviation of the kernel density estimation indexed by classes of weight functions
A note on the Bickel\,-\,Rosenblatt test in autoregressive time series
Testing goodness of fit for the distribution of errors in multivariate linear models
Quadratic errors for nonparametric estimates under dependence
Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models
Testing the Markov property with high frequency data

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