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

From MaRDI portal
Publication:786474


DOI10.1016/0047-259X(84)90044-7zbMath0528.62028MaRDI QIDQ786474

Hall, Peter

Publication date: 1984

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


62H12: Estimation in multivariate analysis

60G42: Martingales with discrete parameter

62G05: Nonparametric estimation

60F05: Central limit and other weak theorems


Related Items

Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing, On the asymptotic normality of the L1‐ and L2‐errors in histogram density estimation, Measures of Dependence and Tests of Independence, Testing symmetry of an unknown density function by kernel method, A consistent specification test of independence, Nonparametric statistics for testing of linearity and serial independence, Non parametric estimation of the diffusion coefficient of a diffusion process, Root-nconvergent transformation-kernel density estimation, Asymptotic Normality ofL1-Error in Density Estimation, A consistent test of functional form via nonparametric estimation techniques, Quadratic errors for nonparametric estimates under dependence, Smoothed cross-validation, Quadratic deviation of penalized mean squares regression estimates, A nonparametric measure of independence under a hypothesis of independent components, Integrated square error of nonparametric estimators of regression function: The fixed design case, Bootstrap, wild bootstrap, and asymptotic normality, A class of \(U\)-statistics and asymptotic normality of the number of \(k\)- clusters, Consistent bandwidth selection for kernel binary regression, Asymptotic distribution for a discrete version of integrated square error of multivariate density kernel estimators, Linearity testing using local polynomial approximation, Consistent model specification tests for time series econometric models, A simple consistent bootstrap test for a parametric regression function, A central limit theorem for the integrated square error of the kernel density estimators with randomly censored data, Semiparametric single index versus fixed link function modelling, Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function, A note on the integrated squared error of a kernel density estimator in non-smooth cases, Central limit theorems for quadratic errors of nonparametric estimators, On coupling constructions and rates in the CLT for dependent summands with applications to the antivoter model and weighted \(U\)-statistics, Testing independence by nonparametric kernel method, A consistent nonparametric test for linearity of \(\text{AR} (p)\) models, Nonparametric model check based on local polynomial fitting, Adaptive chi-square tests, A central limit theorem for a random quadratic form of strictly stationary processes, A global stopping rule for recursive density estimators, Asymptotic normality of a combined regression estimator, Nonparametric tests for model selection with time series data, Density based tests for goodness-of-fit, On goodness-of-fit tests for weakly dependent processes using kernel method, Nonparametric Versus Parametric Goodness of Fit, On the lrerror in histogram density estimation: The multidimensional case, L2Version Of The Double Kernel Method, On the asymptotlc normality for l2-error of wavelei density estimator with application, A new bandwidth selector in hazard estimation