Summary
The results of Rosenblatt on quadratic measure of deviations of density estimates have been generalized to a wider class of weight functions. It is pointed out that the proof of Theorem 1 of Rosenblatt is incorrect. A corrected version of the proof is also provided.
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References
Rosenblatt, M. (1975). A quadratic measure of deviation of two-dimensional density estimates and a test of independence.Ann. Statist.,3, 1–14.
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Ghorai, J.K. A note on a quadratic measure of deviation of density estimates. Ann Inst Stat Math 34, 467–477 (1982). https://doi.org/10.1007/BF02481045
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DOI: https://doi.org/10.1007/BF02481045