Total error in a plug-in estimator of level sets

Amparo Baíllo

Statistics & Probability Letters, 2003, vol. 65, issue 4, 411-417

Abstract: 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.

Keywords: Empirical; process; theory; Kernel; density; estimates; Level; set; estimation; Rates; of; convergence (search for similar items in EconPapers)
Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(03)00294-3
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:65:y:2003:i:4:p:411-417

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().