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Estimation of distribution density

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Abstract

The article investigates the asymptotic properties of the estimators of the density P(x) derived using a sample X1,...,X n when the distance of the estimator from p(x) is measured in the metricL p,2⩽p2⩽∞.

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Authors
  1. I. A. Ibragimov
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  2. R. Z. Khas'minskii
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Additional information

Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Institute im. V. A. Steklova AN SSSR, Vol. 98, pp. 61–85, 1980.

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Ibragimov, I.A., Khas'minskii, R.Z. Estimation of distribution density. J Math Sci 21, 40–57 (1983). https://doi.org/10.1007/BF01091455

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  • DOI: https://doi.org/10.1007/BF01091455

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