Total error in a plug-in estimator of level sets

被引：31

作者：

Baíllo, A ^{[1
]}

机构：

[1] Univ Carlos III Madrid, Dept Estadist & Econometria, E-28903 Getafe, Madrid, Spain

来源：

STATISTICS & PROBABILITY LETTERS | 2003年 / 65卷 / 04期

关键词：

empirical process theory; Kernel density estimates; level set estimation; rates of convergence;

D O I：

10.1016/j.spl.2003.08.007

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Given a density f, the minimum volume set of probability a can be estimated by the corresponding minimum volume set of a kernel estimator. We obtain convergence rates for this set estimator with respect to a measure-based distance. (C) 2003 Elsevier B.V.. All rights reserved.

引用

页码：411 / 417

页数：7

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