An application of the Efron-Stein inequality in density estimation

DOI10.1214/aos/1176350508zbMath0631.62039OpenAlexW2033536062MaRDI QIDQ1094771

Luc P. Devroye

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1214/aos/1176350508

zbMATH Keywords

Efron-Stein inequalitykernel density estimatearbitrary nonnegative kernelarbitrary smoothing factordistribution-free confidence interval

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

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