Kernel Estimation of Density Level Sets
| dc.creator | Cadre, Benoit | |
| dc.date | 2005-01-14 | |
| dc.date.accessioned | 2026-07-07T08:06:39Z | |
| dc.date.available | 2026-07-07T08:06:39Z | |
| dc.description | Let $f$ be a multivariate density and $f\_n$ be a kernel estimate of $f$ drawn from the $n$-sample $X\_1,...,X\_n$ of i.i.d. random variables with density $f$. We compute the asymptotic rate of convergence towards 0 of the volume of the symmetric difference between the $t$-level set $\{f\geq t\}$ and its plug-in estimator $\{f\_n\geq t\}$. As a corollary, we obtain the exact rate of convergence of a plug-in type estimate of the density level set corresponding to a fixed probability for the law induced by $f$. | |
| dc.identifier | https://arxiv.org/abs/math/0501221 | |
| dc.identifier | http://arxiv.org/abs/math/0501221 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/130677 | |
| dc.subject | Statistics Theory | |
| dc.subject | 62H12, 62H30 | |
| dc.title | Kernel Estimation of Density Level Sets | |
| dc.type | text |