A multivariate point process is a random jump measure in time and space. Its distribution is determined by the compensator of the jump measure. By an empirical estimator we understand a linear functional of the jump measure. We give conditions for a nonparametric version of local asymptotic normalit
Convergence properties of an empirical error criterion for multivariate density estimation
β Scribed by James Stephen Marron
- Publisher
- Elsevier Science
- Year
- 1986
- Tongue
- English
- Weight
- 434 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0047-259X
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