Abstract
We show how a simple argument based on an inequality of McDiarmid yields strong consistency and central limit results for plug-in estimators of integral functionals of the density.
Information
Published: 1 January 2010
First available in Project Euclid: 29 November 2010
zbMATH: 1203.62056
Digital Object Identifier: 10.1214/10-IMSCOLL716
Subjects:
Primary:
62E05
,
62E20
Secondary:
62F07
Keywords:
consistency and central limit theorem
,
Inequalities
,
Integral functionals
,
kernel density estimators
Rights: Copyright © 2010, Institute of Mathematical Statistics
