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.
- Language
-
Englisch
- Bibliographic citation
-
Journal: Statistical Papers ; ISSN: 0932-5026 ; Volume: 53 ; Year: 2010 ; Issue: 1 ; Pages: 1-21 ; Berlin, Heidelberg: Springer
- Subject
-
Kernel estimation
Pointwise consistency
Strong uniform consistency
Empirical process
Rate of convergence
Variable bandwidth
- Event
-
Geistige Schöpfung
- (who)
-
Wied, Dominik
Weißbach, Rafael
- Event
-
Veröffentlichung
- (who)
-
Springer
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft
- (where)
-
Berlin, Heidelberg
- (when)
-
2010
- DOI
-
doi:10.1007/s00362-010-0338-1
- Handle
- URN
-
urn:nbn:de:101:1-201607293734
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Wied, Dominik
- Weißbach, Rafael
- Springer
- ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft
Time of origin
- 2010
Other Objects (12)
Consistency of the kernel density estimator - a survey
A General Kernel Functional Estimator with Generalized Bandwidth : Strong Consistency and Applications
A General Kernel Functional Estimator with Generalized Bandwidth - Strong Consistency and Applications
Development of a diffusion kernel density estimator and application on marine carbon-13 isotope data
On the convergence rates of kernel estimator and hazard estimator for widely dependent samples
Consistency and robustness of kernel based regression
Consistency and robustness of kernel based regression
A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise
Quantifying physiological stability in the general ward using continuous vital signs monitoring: the circadian kernel density estimator
Consistency of trend break point estimator with underspecified break number
Generalized kernel regularized least squares estimator with parametric error covariance
Shape constrained kernel density estimation
Consistency of the kernel density estimator - a survey
A General Kernel Functional Estimator with Generalized Bandwidth : Strong Consistency and Applications
A General Kernel Functional Estimator with Generalized Bandwidth - Strong Consistency and Applications
Development of a diffusion kernel density estimator and application on marine carbon-13 isotope data
On the convergence rates of kernel estimator and hazard estimator for widely dependent samples
Consistency and robustness of kernel based regression
Consistency and robustness of kernel based regression
A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise
Quantifying physiological stability in the general ward using continuous vital signs monitoring: the circadian kernel density estimator
Consistency of trend break point estimator with underspecified break number
Generalized kernel regularized least squares estimator with parametric error covariance
Shape constrained kernel density estimation
Consistency of the kernel density estimator - a survey
A General Kernel Functional Estimator with Generalized Bandwidth : Strong Consistency and Applications
A General Kernel Functional Estimator with Generalized Bandwidth - Strong Consistency and Applications
Development of a diffusion kernel density estimator and application on marine carbon-13 isotope data
On the convergence rates of kernel estimator and hazard estimator for widely dependent samples
Consistency and robustness of kernel based regression
Consistency and robustness of kernel based regression
A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise
Quantifying physiological stability in the general ward using continuous vital signs monitoring: the circadian kernel density estimator
Consistency of trend break point estimator with underspecified break number
Generalized kernel regularized least squares estimator with parametric error covariance