首页 | 本学科首页   官方微博 | 高级检索  
     检索      


A semiparametric density estimator based on elliptical distributions
Authors:Eckhard Liebscher
Institution:Institute of Mathematics, Technical University Ilmenau, D-98684 Ilmenau/Thür, Germany
Abstract:In the paper we study a semiparametric density estimation method based on the model of an elliptical distribution. The method considered here shows a way to overcome problems arising from the curse of dimensionality. The optimal rate of the uniform strong convergence of the estimator under consideration coincides with the optimal rate for the usual one-dimensional kernel density estimator except in a neighbourhood of the mean. Therefore the optimal rate does not depend on the dimension. Moreover, asymptotic normality of the estimator is proved.
Keywords:62G07  62H12
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号