Performance of discrete associated kernel estimators through the total variation distance

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• 作者：C&eacute ; lestin C. Kokonendji ; Davit Varron ; ^{davit.varron@univ-fcomte.fr" class="auth_mail" title="E-mail the corresponding author}
• 关键词：primary ; 62G07 ; secondary ; 62G20 ; 62G99
• 刊名：Statistics & Probability Letters
• 出版年：2016
• 出版时间：March 2016
• 年：2016
• 卷：110
• 期：Complete
• 页码：225-235
• 全文大小：504 K

文摘

We prove asymptotic results and concentration inequalities for a large class of discrete associated kernel estimators, under the total variation distance. We also propose a data driven bandwidth selection procedure aiming to minimize the total variation. Simulations are conducted.