seminars:stat:160218
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| seminars:stat:160218 [2016/02/12 20:40] – shang | seminars:stat:160218 [2016/05/02 01:47] (current) – aleksey | ||
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| + | <WRAP center box 80%> | ||
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| + | The usual approach to evaluate the performance of a kernel density | ||
| + | estimator (KDE) is to look at the mean integrated square error. | ||
| + | This provides rates of convergence in the $L_2$-norm. | ||
| + | In this talk rates of convergence in the $L_1$-norm are presented. | ||
| + | We consider both estimators of a density $f$ and its convolution $f*f$ with itself. | ||
| + | In the former case the rates are nonparametric $n^{-s/ | ||
| + | and depend on the smoothness $s$ of $f$. In the second case we obtain | ||
| + | the parametric rate $n^{-1/ | ||
| + | </ | ||
