Deviation in kernel density estimation: super-optimal case
Berzin-Joseph, Corinne
HAL, hal-00319336 / Harvested from HAL
As in a previous Note [3] we study the asymptotic behaviour of several non-linear functionals of the empirical bridge in the super-optimal case. We consider the asymptotic behaviour of the number of crossings for the perturbed process in case the window satisfies $\sqrt{n}h^{2} \to +\infty$; applications of the asymptotics are found. We also obtain a central limit theorem for the integrated square error of density estimators and in general for a G-deviation in density estimation and for the Kullback deviation in the super-optimal case.
Publié le : 2000-05-01
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-00319336,
     author = {Berzin-Joseph, Corinne},
     title = {Deviation in kernel density estimation: super-optimal case},
     journal = {HAL},
     volume = {2000},
     number = {0},
     year = {2000},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00319336}
}
Berzin-Joseph, Corinne. Deviation in kernel density estimation: super-optimal case. HAL, Tome 2000 (2000) no. 0, . http://gdmltest.u-ga.fr/item/hal-00319336/