Abstract
The paper [1] of Murray Rosenblatt’s, which I coauthored, seems to have had a reasonably long shelf life. I believe Murray enjoyed working on this paper—I certainly did! The question posed by Murray was that of obtaining asymptotic approximations to the distribution of the maximum deviation of a kernel density estimate f n of an unknown density f based on a sample X 1 ,…,X n .
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Bickel, P.J. and Rosenblatt M. (1973). On some global measures of the deviations of density function estimates, Ann. Stat, 1, 1071–1095.
Bickel P.J. and Rosenblatt M. (1973). Two-dimensional random fields, Multivariate Analysis III, 3 15, Academic Press NY.
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Davis, R.A., Lii, KS., Politis, D.N. (2011). Discussion of Bickel and Rosenblatt’s work on Global Measures of Deviations for Density Estimates. In: Davis, R., Lii, KS., Politis, D. (eds) Selected Works of Murray Rosenblatt. Selected Works in Probability and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-8339-8_1
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