Density estimation for statistics and data analysis - B. W. Silverman.
Fehlerabschätzung für eine Klasse von nichtparametrischen Schätzfolgen.
Über ein nichtparametrisches Schätzproblem.
Aspects of Nonparametric Density Estimation, CWI Tract 77 - A. J. van Es.
Probability Measures on Groups and Related Structures - H. Heyer.
Recursive and sequential density estimation
Recursive probability density estimation
In the paper a survey of the asymptotic theory of recursive estimation of probability densities is given. Stress is laid on pointwise properties. In particular, asymptotic unbiasedness and consistency under possibly minimal assumptions and the rates of convergence of the mean square error, laws of theiterated logarithm and Berry-Esseen type theorems under suitably stronger assumptions are discussed for the estimators in question. The paper is a slightly modified version of an earlier paper of the...
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