Total error in a plug-in estimator of level sets

Given a density f, the minimum volume set of probability [alpha] 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.

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Year of publication:	2003
Authors:	Baíllo, Amparo
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 65.2003, 4, p. 411-417
Publisher:	Elsevier
Keywords:	Empirical process theory Kernel density estimates Level set estimation Rates of convergence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313927