Publication Date:
2011-08-18
Description:
The problem of estimating a density f on R sup d from a sample Xz(1),...,X(n) of independent identically distributed random vectors is critically examined, and some recent results in the field are reviewed. The following statements are qualified: (1) For any sequence of density estimates f(n), any arbitrary slow rate of convergence to 0 is possible for E(integral/f(n)-fl); (2) In theoretical comparisons of density estimates, integral/f(n)-f/ should be used and not integral/f(n)-f/sup p, p 1; and (3) For most reasonable nonparametric density estimates, either there is convergence of integral/f(n)-f/ (and then the convergence is in the strongest possible sense for all f), or there is no convergence (even in the weakest possible sense for a single f). There is no intermediate situation.
Keywords:
EARTH RESOURCES AND REMOTE SENSING
Type:
Texas A and M Univ. Proc. of the NASA Workshop on Density Estimation and Function Smoothing; p 9-19
Format:
text
