A global stopping rule for recursive density estimators

DOI10.1016/0378-3758(88)90081-XzbMath0850.62356MaRDI QIDQ1813182

Jacek Koronacki, Wolfgang Wertz

Publication date: 25 June 1992

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Mathematics Subject Classification ID

Density estimation (62G07) Central limit and other weak theorems (60F05) Sequential statistical analysis (62L10)

Related Items (3)

Convergence rate of the normal approximation for sequential estimators of a probability density and its derivatives ⋮ Recursive estimation of intensity function of a Poisson random field ⋮ Plug-In Two-Stage Normal Density Estimation Under MISE Loss: Unknown Variance

Cites Work

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• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• A note on the estimation of the integral of \(f^ 2(x)\)
• On the invariance principle for nonstationary mixingales
• Sequential and recursive estimators of the probability density
• On estimation of a class of efficacy-related parameters
• Sequential fixed-width confidence intervals for a nonparametric density function
• On sequential density estimation
• On the rate of convergence of an estimate of a functional of a probability density
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Martingale Central Limit Theorems

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