Uniform limit theorems for wavelet density estimators
نویسندگان
چکیده
منابع مشابه
Central Limit Theorems for Permuted Regenerative Estimators
We prove strong laws of large numbers and central limit theorems for some permuted estimators from regenerative simulations. These limit theorems provide the basis for constructing asymptotically valid confidence intervals for the permuted estimators.
متن کاملPointwise convergence rates and central limit theorems for kernel density estimators in linear processes
Convergence rates and central limit theorems for kernel estimators of the stationary density of a linear process have been obtained under the assumption that the innovation density is smooth (Lipschitz). We show that smoothness is not required. For example, it suffices that the innovation density has bounded variation.
متن کاملWeighted Uniform Consistency of Kernel Density Estimators
Let fn denote a kernel density estimator of a continuous density f in d dimensions, bounded and positive. Let (t) be a positive continuous function such that ‖ f β‖∞ < ∞ for some 0 < β < 1/2. Under natural smoothness conditions, necessary and sufficient conditions for the sequence √ nhn 2| loghn | ‖ (t)(fn(t)−Efn(t))‖∞ to be stochastically bounded and to converge a.s. to a constant are obtained...
متن کاملDensity Estimators for Truncated Dependent Data
In some long term studies, a series of dependent and possibly truncated lifetime data may be observed. Suppose that the lifetimes have a common continuous distribution function F. A popular stochastic measure of the distance between the density function f of the lifetimes and its kernel estimate fn is the integrated square error (ISE). In this paper, we derive a central limit theorem for t...
متن کاملUniform Convergence in some Limit Theorems for Multiple Particle Systems
For n particles di using throughout R or Rd let n t A A B t be the random measure that counts the number of particles in A at time t It is shown that for some basic models Brownian particles with or without branching and di usion with a simple interaction the processes f n t E n t p n t M C L R g n N converge in law uniformly in t Previous results consider only convergence in law uniform in t b...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2009
ISSN: 0091-1798
DOI: 10.1214/08-aop447