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Nonparametric Estimation with Nonlinear Budget Sets

✍ Scribed by Sören Blomquist; Whitney Newey

Book ID
111052333
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
198 KB
Volume
70
Category
Article
ISSN
0012-9682

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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