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On the Relationship between Stability of Extreme Order Statistics and Convergence of the Maximum Likelihood Kernel Density Estimate
| Content Provider | Semantic Scholar |
|---|---|
| Author | Broniatowski, Michel Deheuvels, Paul Devroye, Luc |
| Copyright Year | 1989 |
| Abstract | Let f be a density on the real line and let f,~ be the kernel estimate of f in which the smoothing factor is obtained by maximizing the cross-validated likelihood product according to the method of Duin and Habbema, Hermans and Vandenbroek . Under mild regularity conditions on the kernel and f, we show, among other things that f Jf,~ f ( --~ 0 almost surely if and only if the sample extremes of f are strongly stable . |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://www-cgrl.cs.mcgill.ca/~luc/broniatowski_et_al_1989_on_the_relationship_between_stability_of_extreme_order_statistics_and_convergence_of_the_maximum_likelihood_kernel_density_estimate.pdf |
| Alternate Webpage(s) | http://luc.devroye.org/broniatowski_et_al_1989_on_the_relationship_between_stability_of_extreme_order_statistics_and_convergence_of_the_maximum_likelihood_kernel_density_estimate.pdf |
| Language | English |
| Access Restriction | Open |
| Subject Keyword | Kernel (operating system) Kernel density estimation Smoothing (statistical technique) Stable model semantics |
| Content Type | Text |
| Resource Type | Article |
