{ "id": "0908.1045", "version": "v1", "published": "2009-08-07T13:05:34.000Z", "updated": "2009-08-07T13:05:34.000Z", "title": "Asymptotic normality of plug-in level set estimates", "authors": [ "David M. Mason", "Wolfgang Polonik" ], "comment": "Published in at http://dx.doi.org/10.1214/08-AAP569 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)", "journal": "Annals of Applied Probability 2009, Vol. 19, No. 3, 1108-1142", "doi": "10.1214/08-AAP569", "categories": [ "math.PR" ], "abstract": "We establish the asymptotic normality of the $G$-measure of the symmetric difference between the level set and a plug-in-type estimator of it formed by replacing the density in the definition of the level set by a kernel density estimator. Our proof will highlight the efficacy of Poissonization methods in the treatment of large sample theory problems of this kind.", "revisions": [ { "version": "v1", "updated": "2009-08-07T13:05:34.000Z" } ], "analyses": { "subjects": [ "60F05", "60F15", "62E20", "62G07" ], "keywords": [ "plug-in level set estimates", "asymptotic normality", "large sample theory problems", "kernel density estimator", "poissonization methods" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2009arXiv0908.1045M" } } }