On $L_p$-Norms of Multivariate Density Estimators
Horvath, Lajos
Ann. Statist., Tome 19 (1991) no. 1, p. 1933-1949 / Harvested from Project Euclid
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Central limit theorems are proven for $L_p$-norms $(1 \leq p < \infty)$ of multivariate density estimators.
Publié le : 1991-12-14
Classification:  Kernel estimate,  central limit theorem,  $L_p$-norm,  Poisson process,  dependent random variables,  62G10,  60F25 
@article{1176348379,
     author = {Horvath, Lajos},
     title = {On $L\_p$-Norms of Multivariate Density Estimators},
     journal = {Ann. Statist.},
     volume = {19},
     number = {1},
     year = {1991},
     pages = { 1933-1949},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176348379}
}

Horvath, Lajos. On $L_p$-Norms of Multivariate Density Estimators. Ann. Statist., Tome 19 (1991) no. 1, pp.  1933-1949. http://gdmltest.u-ga.fr/item/1176348379/