The Strong Uniform Consistency of Nearest Neighbor Density Estimates
Devroye, Luc P. ; Wagner, T. J.
Ann. Statist., Tome 5 (1977) no. 1, p. 536-540 / Harvested from Project Euclid
Let $X_1,\cdots, X_n$ be independent, identically distributed random vectors with values in $\mathbb{R}^d$ and with a common probability density $f$. If $V_k(x)$ is the volume of the smallest sphere centered at $x$ and containing at least $k$ of the $X_1,\cdots, X_n$ then $f_n(x) = k/(nV_k(x))$ is a nearest neighbor density estimate of $f$. We show that if $k = k(n)$ satisfies $k(n)/n \rightarrow 0$ and $k(n)/\log n \rightarrow \infty$ then $\sup_x|f_n(x) - f(x)|\rightarrow 0$ w.p. 1 when $f$ is uniformly continuous on $\mathbb{R}^d$.
Publié le : 1977-05-14
Classification:  Nonparametric density estimation,  multivariate density estimation,  uniform consistency,  consistency,  60F15,  62G05
@article{1176343851,
     author = {Devroye, Luc P. and Wagner, T. J.},
     title = {The Strong Uniform Consistency of Nearest Neighbor Density Estimates},
     journal = {Ann. Statist.},
     volume = {5},
     number = {1},
     year = {1977},
     pages = { 536-540},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343851}
}
Devroye, Luc P.; Wagner, T. J. The Strong Uniform Consistency of Nearest Neighbor Density Estimates. Ann. Statist., Tome 5 (1977) no. 1, pp.  536-540. http://gdmltest.u-ga.fr/item/1176343851/