Performance of discrete associated kernel estimators through the total variation distance

Célestin C. Kokonendji and Davit Varron

Statistics & Probability Letters, 2016, vol. 110, issue C, 225-235

Abstract: We prove asymptotic results and concentration inequalities for a large class of discrete associated kernel estimators, under the total variation distance. We also propose a data driven bandwidth selection procedure aiming to minimize the total variation. Simulations are conducted.

Keywords: Concentration inequalities; Empirical processes; Probability mass function (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:110:y:2016:i:c:p:225-235

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DOI: 10.1016/j.spl.2015.10.008

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