On \(L_ p\)-norms of multivariate density estimators

DOI10.1214/aos/1176348379zbMath0765.62045OpenAlexW2014493590MaRDI QIDQ1184216

Lajos Horváth

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1214/aos/1176348379

zbMATH Keywords

central limit theoremskernel density estimatorsdependent random variablesmean integrated square errorlimiting normal distributionasymptotic expected valueindependent, identically distributed bivariate random vectorskernel-transformed bivariate Poisson processesPoisson approximations of bivariate empirical processes

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) (L^p)-limit theorems (60F25)

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