Martingale estimates for the distribution of the deviation of density estimates

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 1986 English Publisher:Springer Science and Business Media LLCJournal:Ukrainian Mathematical Journal, volume 38, pages 94-97 (issn: 0041-5995, eissn: 1573-9376,

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Authors: Korolyuk, V. S.; Melyaeva, O.;

doi: 10.1007/bf01056768

Martingale estimates for the distribution of the deviation of density estimates

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Abstract

See the review in Zbl 0594.62039.

Related Organizations

National Academy of Sciences of Ukraine
Ukraine

Keywords

Integral conditions, asymptotic normality, kernel estimator, Central limit and other weak theorems, martingale estimates, normal, U-statistic, integral conditions, density estimate, Inequalities; stochastic orderings, Martingales with discrete parameter, Nonparametric estimation, rate of convergence

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