arXiv:1402.1417 Abstract | arXiv Analytics

arXiv:1402.1417 [math.PR]Abstract References Reviews Resources

Estimates of the rate of approximation in the CLT for $L_1$-norm of density estimators

Published 2014-02-06Version 1

We provide estimates of the rate of strong approximation and bounds for probabilities of moderate deviations in the CLT for the $L_1$-norm of the kernel density estimator without any assumptions on the density and assuming that the kernel is bounded and has bounded support.

Comments: 42 pages, Proceeding of the conference "High dimensional probability, III" (Sandjberg, 2002)

Journal: High dimensional probability, III (Sandjberg, 2002), Progr. Probab., v. 55, Birkh\"auser, Basel, 2003, pp. 255--292

Categories: math.PR

Subjects: 60F05, 60F15, 60F17, 62G07

Keywords: kernel density estimator, moderate deviations, strong approximation, probabilities, assumptions

Tags: conference paper, journal article

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