On the relationship between stability of extreme order statistics and convergence of the maximum likelihood kernel density estimate

DOI10.1214/aos/1176347256zbMath0701.62045OpenAlexW1967158285WikidataQ101202333 ScholiaQ101202333MaRDI QIDQ914284

Paul Deheuvels, Michel Broniatowski, Luc P. Devroye

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1214/aos/1176347256

zbMATH Keywords

rate of convergence order statistics strong stability kernel density estimators L1-consistency cross-validated likelihood product densities with unbounded support domain of attraction of Gumbel's law stability of extremes

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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A comparative study of several smoothing methods in density estimation ⋮ Universal smoothing factor selection in density estimation: theory and practice. (With discussion) ⋮ Cross-validation Revisited ⋮ On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate ⋮ Likelihood cross-validation bandwidth selection for nonparametric kernel density estimators^† ⋮ Hellinger distance and Kullback-Leibler loss for the kernel density estimator ⋮ An assessment of finite sample performance of adaptive methods in density estimation

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