Kernel estimators and the Dvoretzky-Kiefer-Wolfowitz inequality

Ryszard Zieliński

Applicationes Mathematicae (2007)

  • Volume: 34, Issue: 4, page 401-404
  • ISSN: 1233-7234

Abstract

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It turns out that for standard kernel estimators no inequality like that of Dvoretzky-Kiefer-Wolfowitz can be constructed, and as a result it is impossible to answer the question of how many observations are needed to guarantee a prescribed level of accuracy of the estimator. A remedy is to adapt the bandwidth to the sample at hand.

How to cite

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Ryszard Zieliński. "Kernel estimators and the Dvoretzky-Kiefer-Wolfowitz inequality." Applicationes Mathematicae 34.4 (2007): 401-404. <http://eudml.org/doc/280066>.

@article{RyszardZieliński2007,
abstract = {It turns out that for standard kernel estimators no inequality like that of Dvoretzky-Kiefer-Wolfowitz can be constructed, and as a result it is impossible to answer the question of how many observations are needed to guarantee a prescribed level of accuracy of the estimator. A remedy is to adapt the bandwidth to the sample at hand.},
author = {Ryszard Zieliński},
journal = {Applicationes Mathematicae},
keywords = {bandwidth; adaptive estimators},
language = {eng},
number = {4},
pages = {401-404},
title = {Kernel estimators and the Dvoretzky-Kiefer-Wolfowitz inequality},
url = {http://eudml.org/doc/280066},
volume = {34},
year = {2007},
}

TY - JOUR
AU - Ryszard Zieliński
TI - Kernel estimators and the Dvoretzky-Kiefer-Wolfowitz inequality
JO - Applicationes Mathematicae
PY - 2007
VL - 34
IS - 4
SP - 401
EP - 404
AB - It turns out that for standard kernel estimators no inequality like that of Dvoretzky-Kiefer-Wolfowitz can be constructed, and as a result it is impossible to answer the question of how many observations are needed to guarantee a prescribed level of accuracy of the estimator. A remedy is to adapt the bandwidth to the sample at hand.
LA - eng
KW - bandwidth; adaptive estimators
UR - http://eudml.org/doc/280066
ER -

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