The \(L_1\) convergence of kernel density estimates

DOI10.1214/aos/1176344796zbMath0423.62031OpenAlexW2092066988MaRDI QIDQ1134471

T. J. Wagner, Luc P. Devroye

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1214/aos/1176344796

zbMATH Keywords

kernel density estimatesL1 convergence

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15)

Related Items (17)

Some asymptotic properties of nonparametric regression estimators in case of randomly censored data ⋮ Smooth bootstrapping of copula functionals ⋮ Kernel estimation of smooth densities unsing fabian's approach ⋮ Minimum distance estimation in a finite mixture regression model ⋮ Application of copulas to multivariate control charts ⋮ Kernel density estimation with doubly truncated data ⋮ Bounds for the uniform deviation of empirical measures ⋮ Rank-based kernel estimation of the area under the ROC curve ⋮ Unnamed Item ⋮ Robust variable selection for finite mixture regression models ⋮ Density estimation in the simple proportional hazards model ⋮ Unnamed Item ⋮ High-dimensional regression with unknown variance ⋮ Laws of the iterated logarithm for nonparametric density estimators ⋮ Minimum Hellinger distance estimation in a nonparametric mixture model ⋮ Universal consistency of delta estimators ⋮ On arbitrarily slow rates of global convergence in density estimation

This page was built for publication: The \(L_1\) convergence of kernel density estimates