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Article Dans Une Revue Kybernetika Année : 2012

Empirical estimator of the regularity index of a probability measure

Résumé

The index of regularity of a measure was introduced by Beirlant, Berlinet and Biau [1] to solve practical problems in nearest neighbour density estimation such as removing bias or selecting the number of neighbours. These authors proved the weak consistency of an estimator based on the nearest neighbour density estimator. In this paper, we study an empirical version of the regularity index and give su cient conditions for its weak and strong convergence without assuming absolute continuity or other global properties of the underlying measure.
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Dates et versions

hal-00730474 , version 1 (10-09-2012)

Identifiants

  • HAL Id : hal-00730474 , version 1
  • PRODINRA : 169438
  • WOS : 000310190200002

Citer

Alain Berlinet, Rémi Servien. Empirical estimator of the regularity index of a probability measure. Kybernetika, 2012, 48 (4), pp.589-599. ⟨hal-00730474⟩
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