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Article Dans Une Revue Statistics and Probability Letters Année : 2013

Uniform-in-bandwidth nearest-neighbor density estimation

Résumé

We present a sharp uniform-in-bandwidth limit law for the nearest-neighbor density estimator. Our result is established in the framework of convergence in probability, and we allow the bandwidth to vary within the complete range for which the estimator is consistent. We provide the explicit value of the asymptotic limiting constant for the uniform-in-bandwidth sup-norm of the estimator's random error.

Dates et versions

hal-01571251 , version 1 (01-08-2017)

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Sarah Ouadah. Uniform-in-bandwidth nearest-neighbor density estimation. Statistics and Probability Letters, 2013, 83 (8), pp.1835-1843. ⟨10.1016/j.spl.2013.04.014⟩. ⟨hal-01571251⟩
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