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Asymptotic Normality of L 1 -Error in Density Estimation

✍ Scribed by Berlinet, Alain; Devroye, Luc; Györfi, László


Book ID
120663216
Publisher
Taylor and Francis Group
Year
1995
Tongue
English
Weight
467 KB
Volume
26
Category
Article
ISSN
0233-1888

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Exact asymptotic L1-error of a kernel de
✍ Mohamed Lemdani; Elias Ould-Saı̈d 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 139 KB

In this paper, we give the exact asymptotic L 1 -error for the kernel estimator of the density function from censored data. We also give asymptotically optimal bandwidths. Strong approximation of the product-limit estimator by a Gaussian process is used to obtain the result.