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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1984 Volume 29, Issue 1, Pages 164–170 (Mi tvp1989)

Short Communications

On the rate of convergence of the distribution of a quadratic measure of deviation of nonparametric density estimates

Š. A. Hašimov

Taškent

Abstract: Let $X_1, X_2, \dots$ be a sequence of independent identically distributed real-valued random variables with density $f(x)$ and let $f_n(x)$ he a Parzen's estimate of $f(x)$. We prove that the distribution of a quadratic functional
$$ \int_{-\infty}^\infty[f_n(x)-f(x)]^2a(x)\,dx $$
is asymptotically normal and obtain some estimates of the rate of convergence.

Received: 24.04.1981


 English version:
Theory of Probability and its Applications, 1985, 29:1, 163–169

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