Nonparametric density estimates consistent of the order of n(-1/2) in the L-1-norm

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F04%3A00164499" target="_blank" >RIV/68407700:21340/04:00164499 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.1007/s001840300286" target="_blank" >http://dx.doi.org/10.1007/s001840300286</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/s001840300286" target="_blank" >10.1007/s001840300286</a>

Result language

angličtina

Original language name

Nonparametric density estimates consistent of the order of n(-1/2) in the L-1-norm

Original language description

We introduce an approximate minimum Kolmogorov distance density estimate f_n of a probability density f_0 on the real line and study its rate of consistency for n to infty. We define a degree of variations of a nonparametric family D of densities containing the unknown f_0. If this degree is finite then the approximate minimum Kolmogorov distance estimate is consistent of the order of n{-1/2} in the L1-norm and also in the expected L1-norm. Comparisons with two other criteria leading to the same orderof consistency are given.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BA - General mathematics

OECD FORD branch

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Project

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Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2004

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Metrika

ISSN

0026-1335

e-ISSN

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Volume of the periodical

60

Issue of the periodical within the volume

1

Country of publishing house

DE - GERMANY

Number of pages

14

Pages from-to

1-14

UT code for WoS article

000222389900001

EID of the result in the Scopus database

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