Year: 1994
Type: article
Abstract: We use the probabilistic method to show that if $f_{nh}$ is the standard kernel estimate with smoothing factor $h$, then there exists a deterministic sequence $h_n$ such that, for all densities, $\operatornamewithlimits{\lim\inf}_{n\rightarrow\infty} \frac{\mathbf{E} \int |f_{nh_n} - f|}{\inf_h \mathbf{E} \int |f_{nh} - f|} = 1.$
Source: The Annals of Statistics
Author: Luc Devroye
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze
OpenAlex ID: W2067117017