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Optimal Rates of Convergence for Nonparametric Estimators

โœ Scribed by Charles J. Stone


Book ID
121419141
Publisher
Institute of Mathematical Statistics
Year
1980
Tongue
English
Weight
918 KB
Volume
8
Category
Article
ISSN
0090-5364

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Convergence rates in nonparametric estim
โœ Amparo Baฤฑฬllo; Juan A. Cuesta-Albertos; Antonio Cuevas ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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