The consistency of automatic kernel density estimates

DOI10.1214/aos/1176346789zbMath0569.62032OpenAlexW2007468371MaRDI QIDQ1060794

Clark S. Penrod, Luc P. Devroye

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346789

zbMATH Keywords

consistencyautomatic kernel density estimatesdata-dependent smoothing factorParzen-Rosenblatt kernel density estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Strong limit theorems (60F15)

Related Items (5)

Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains. ⋮ Kernel estimation for characteristics of pure jump processes ⋮ Uniform consistency of automatic and location-adaptive delta-sequence estimators ⋮ Bias reduction of maximum likelihood estimators using kernel estimators ⋮ A note on the universal consistency of the kernel distribution function estimator

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