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Teoriya Veroyatnostei i ee Primeneniya, 1984, Volume 29, Issue 1, Pages 164–170
(Mi tvp1989)
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Short Communications
On the rate of convergence of the distribution of a quadratic measure of deviation of nonparametric density estimates
Š. A. Hašimov Taškent
Abstract:
Let $X_1, X_2, \dots$ be a sequence of independent identically distributed real-valued random variables with density $f(x)$ and let $f_n(x)$ he a Parzen's estimate of $f(x)$. We prove that the distribution of a quadratic functional
$$
\int_{-\infty}^\infty[f_n(x)-f(x)]^2a(x)\,dx
$$
is asymptotically normal and obtain some estimates of the rate of convergence.
Received: 24.04.1981
Citation:
Š. A. Hašimov, “On the rate of convergence of the distribution of a quadratic measure of deviation of nonparametric density estimates”, Teor. Veroyatnost. i Primenen., 29:1 (1984), 164–170; Theory Probab. Appl., 29:1 (1985), 163–169
Linking options:
https://www.mathnet.ru/eng/tvp1989 https://www.mathnet.ru/eng/tvp/v29/i1/p164
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Abstract page: | 148 | Full-text PDF : | 72 |
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