Uniform in Bandwidth Estimation of Integral Functionals of the Density Function

Abstract

EVARIST GINÉ and DAVID M. MASON Department of Mathematics, University of Connecticut and Statistics Program, University of Delaware ABSTRACT. We apply recent results on local U–statistcs to obtain uniform in bandwidth consistency and central limit theorems for some commonly used estimators of integral functionals of density functions. key words: kernel density estimator, uniform in bandwidth, U–statistics running headline: Estimation of integral functionals

Cite this paper

@inproceedings{Gin2008UniformIB, title={Uniform in Bandwidth Estimation of Integral Functionals of the Density Function}, author={Evarist Gin{\'e}}, year={2008} }