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Kernel estimators and the Dvoretzky-Kiefer-Wolfowitz inequality

Ryszard Zieliński (2007)

Applicationes Mathematicae

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.

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