Convergence rates of density estimators for sums of powers of observations

DOI10.1007/S00184-008-0215-2zbMath1433.62107OpenAlexW2034571768MaRDI QIDQ745338

Wolfgang Wefelmeyer, Anton Schick

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-008-0215-2

zbMATH Keywords

convergence rateHoeffding decompositiondensity estimatorlocal \(U\)-statistic

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (6)

Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models ⋮ Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution ⋮ Estimating the density of a possibly missing response variable in nonlinear regression ⋮ On efficient estimation of densities for sums of squared observations ⋮ Improved Density Estimators for Invertible Linear Processes ⋮ Non Standard Behavior of Density Estimators for Functions of Independent Observations

Cites Work

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• Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
• Laws of the iterated logarithm for the local U-statistic process
• On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
• On the estimation of the marginal density of a moving average process
• Non-standard behavior of density estimators for sums of squared observations
• Estimating Densities of Functions of Observations
• Rootnconsistent density estimators for sums of independent random variables

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