Kernel estimators and the Dvoretzky-Kiefer-Wolfowitz inequality

• Autorzy: Ryszard Zieliński
• Języki publikacji: EN

Abstrakty

EN

It turns out that for standard kernel estimators no inequality like that of Dvoretzky-Kiefer-Wolfowitz can be constructed, and as a result it is impossible to answer the question of how many observations are needed to guarantee a prescribed level of accuracy of the estimator. A remedy is to adapt the bandwidth to the sample at hand.

Kategorie tematyczne

• 62G07: Density estimation
• 62G30: Order statistics; empirical distribution functions
• 62G20: Asymptotic properties

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2007
• Tom: 34
• Numer: 4
• Strony: 401-404

Daty

wydano

2007

Twórcy

autor

Ryszard Zieliński

• Institute of Mathematics, Polish Academy of Sciences, 00-956 Warszawa, Poland

Identyfikatory

DOI

10.4064/am34-4-3