Uniform in Bandwidth Estimation of Integral Functionals of the Density Function |
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| Authors: | EVARIST GINÉ DAVID M. MASON |
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| Affiliation: | 1. Department of Mathematics, University of Connecticut;2. Statistics Program, University of Delaware |
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| Abstract: | Abstract. We apply recent results on local U‐statistics to obtain uniform in bandwidth consistency and central limit theorems for some commonly used estimators of integral functionals of density functions. |
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| Keywords: | kernel density estimator uniform in bandwidth U‐statistics |
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