Article ID Journal Published Year Pages File Type
1154580 Statistics & Probability Letters 2008 5 Pages PDF
Abstract

Baillo et al. [Baillo, A., Cuesta-Albertos, J.A., Cuevas, A., 2001. Convergence rates in nonparametric estimation of level sets. Statist. Probab. Lett. 53, 27–35] established L1L1-convergence results for nonparametric estimators of level sets, for i.i.d. sequences, under a highly technical assumption imposed on the underlying density function. In this article we establish the same results (with the same rates of convergence) without imposing such technical conditions. Furthermore, the i.i.d. assumption used in the cited paper will be relaxed to the one based on αα-mixing sequences. We require no additional conditions to establish our results.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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