| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152866 | Statistics & Probability Letters | 2013 | 9 Pages |
Abstract
We present a sharp uniform-in-bandwidth limit law for the nearest-neighbor density estimator. Our result is established in the framework of convergence in probability, and we allow the bandwidth to vary within the complete range for which the estimator is consistent. We provide the explicit value of the asymptotic limiting constant for the uniform-in-bandwidth sup-norm of the estimator’s random error.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Sarah Ouadah,