Cube Root Weak Convergence of Empirical Estimators of a Density Level Set

Philippe Berthet and John Einmahl

No 2020-015, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Argmax drifted Wiener process; cube root asymp- totics; density level set; excess mass; local empirical process; minimum vol- ume set; set-valued estimator (search for similar items in EconPapers)
Date: 2020
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