Confidence regions for the multidimensional density in the uniform norm based on the recursive Wolverton-Wagner estimation
Statistics Theory
2024-09-04 v1 Statistics Theory
Abstract
We construct an optimal exponential tail decreasing confidence region for an unknown density of distribution in the Lebesgue-Riesz as well as in the uniform} norm, built on the sample of the random vectors based of the famous recursive Wolverton-Wagner density estimation.
Keywords
Cite
@article{arxiv.2409.01451,
title = {Confidence regions for the multidimensional density in the uniform norm based on the recursive Wolverton-Wagner estimation},
author = {Maria Rosaria Formica and Eugeny Ostrovsky and Leonid Sirota},
journal= {arXiv preprint arXiv:2409.01451},
year = {2024}
}