ON THE RELATIONSHIP BETWEEN STABILITY OF EXTREME ORDER-STATISTICS AND CONVERGENCE OF THE MAXIMUM-LIKELIHOOD KERNEL DENSITY ESTIMATE

被引：7

作者：

BRONIATOWSKI, M ^{[1
]}

DEHEUVELS, P ^{[1
]}

DEVROYE, L ^{[1
]}

机构：

[1] MCGILL UNIV,SCH COMP SCI,MONTREAL H3A 2K6,QUEBEC,CANADA

来源：

ANNALS OF STATISTICS | 1989年 / 17卷 / 03期

关键词：

D O I：

10.1214/aos/1176347256

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：1070 / 1086

页数：17

共 31 条

[1]

Barndorff-Nielsen, 1961, MATH SCAND, V9, P383, DOI 10.7146/math.scand.a-10643

[2] ON LIMIT BEHAVIOR OF EXTREME ORDER-STATISTICS [J].

BARNDORFFNIELSE.O .

ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (03) :992-&

[3] CONSISTENT CROSS-VALIDATED DENSITY-ESTIMATION [J].

CHOW, YS ;

GEMAN, S ;

WU, LD .

ANNALS OF STATISTICS, 1983, 11 (01) :25-38

[4]

CSAKI E, 1975, LIMIT THEOREMS PROBA, V11, P45

[5]

CSAKI E, 1982, NONPARAMETRIC STAT, V32, P123

[6]

de Haan H, 1972, ANN MATH STAT, V43, P1185, DOI 10.1214/aoms/1177692470

[7]

de Haan L, 1970, MATH CTR TRACTS

[8] ON THE INFLUENCE OF THE EXTREMES OF AN IID SEQUENCE ON THE MAXIMAL SPACINGS [J].

DEHEUVELS, P .

ANNALS OF PROBABILITY, 1986, 14 (01) :194-208

[9] STRONG LIMIT-THEOREMS FOR MAXIMAL SPACINGS FROM A GENERAL UNIVARIATE DISTRIBUTION [J].

DEHEUVELS, P .

ANNALS OF PROBABILITY, 1984, 12 (04) :1181-1193

[10] THE KERNEL ESTIMATE IS RELATIVELY STABLE [J].

DEVROYE, L .

PROBABILITY THEORY AND RELATED FIELDS, 1988, 77 (04) :521-536

← 1 2 3 4 →