Artikel
Consistency of the kernel density estimator - a survey
Various consistency proofs for the kernel density estimator have been developed over the last few decades. Important milestones are the pointwise consistency and almost sure uniform convergence with a fixed bandwidth on the one hand and the rate of convergence with a fixed or even a variable bandwidth on the other hand. While considering global properties of the empirical distribution functions is sufficient for strong consistency, proofs of exact convergence rates use deeper information about the underlying empirical processes. A unifying character, however, is that earlier and more recent proofs use bounds on the probability that a sum of random variables deviates from its mean.
- Sprache
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Englisch
- Erschienen in
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Journal: Statistical Papers ; ISSN: 0932-5026 ; Volume: 53 ; Year: 2010 ; Issue: 1 ; Pages: 1-21 ; Berlin, Heidelberg: Springer
- Thema
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Kernel estimation
Pointwise consistency
Strong uniform consistency
Empirical process
Rate of convergence
Variable bandwidth
- Ereignis
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Geistige Schöpfung
- (wer)
-
Wied, Dominik
Weißbach, Rafael
- Ereignis
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Veröffentlichung
- (wer)
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Springer
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft
- (wo)
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Berlin, Heidelberg
- (wann)
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2010
- DOI
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doi:10.1007/s00362-010-0338-1
- Handle
- URN
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urn:nbn:de:101:1-201607293734
- Letzte Aktualisierung
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10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Wied, Dominik
- Weißbach, Rafael
- Springer
- ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft
Entstanden
- 2010
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