Abstract
We establish the asymptotic normality of the G-measure of the symmetric difference between the level set and a plug-in-type estimator of it formed by replacing the density in the definition of the level set by a kernel density estimator. Our proof will highlight the efficacy of Poissonization methods in the treatment of large sample theory problems of this kind.
Citation
David M. Mason. Wolfgang Polonik. "Asymptotic normality of plug-in level set estimates." Ann. Appl. Probab. 19 (3) 1108 - 1142, June 2009. https://doi.org/10.1214/08-AAP569
Information