Abstract
Central limit theorems are proven for $L_p$-norms $(1 \leq p < \infty)$ of multivariate density estimators.
Citation
Lajos Horvath. "On $L_p$-Norms of Multivariate Density Estimators." Ann. Statist. 19 (4) 1933 - 1949, December, 1991. https://doi.org/10.1214/aos/1176348379
Information
Published: December, 1991
First available in Project Euclid: 12 April 2007
zbMATH: 0765.62045
MathSciNet: MR1135157
Digital Object Identifier: 10.1214/aos/1176348379
Subjects:
Primary:
62G10
Secondary:
60F25
Keywords:
$L_p$-norm
,
central limit theorem
,
Dependent random variables
,
kernel estimate
,
Poisson process
Rights: Copyright © 1991 Institute of Mathematical Statistics