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Convergence Rates of Nonparametric Filtering Estimates in Autoregression Dynamic Systems

✍ Scribed by A.V. Dobrovidov


Book ID
110412144
Publisher
SP MAIK Nauka/Interperiodica
Year
2003
Tongue
English
Weight
204 KB
Volume
64
Category
Article
ISSN
0005-1179

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πŸ“œ SIMILAR VOLUMES


Convergence rates in nonparametric estim
✍ Amparo Baı́llo; Juan A. Cuesta-Albertos; Antonio Cuevas πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 125 KB

A level set of type {f6c} (where f is a density on R d and c is a positive value) can be estimated by its empirical version { f n 6c}, where f n denotes a nonparametric (kernel) density estimator. We analyze, from two di erent points of view, the asymptotic behavior of the probability content of { f