Geodesic
Kernel estimators and the Dvoretzky–Kiefer–Wolfowitz inequality
Ryszard Zieli/nski1
1Institute of Mathematics Polish Academy of Sciences 00-956 Warszawa, Poland
Applicationes Mathematicae, Tome 34 (2007) no. 4, pp. 401-404
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It turns out that for standard kernel estimators no inequality like that of Dvoretzky–Kiefer–Wolfowitz can be constructed, and as a result it is impossible to answer the question of how many observations are needed to guarantee a prescribed level of accuracy of the estimator. A remedy is to adapt the bandwidth to the sample at hand.
DOI : 10.4064/am34-4-3
Keywords: turns out standard kernel estimators inequality dvoretzky kiefer wolfowitz constructed result impossible answer question many observations needed guarantee prescribed level accuracy estimator remedy adapt bandwidth sample

Ryszard Zieli/nski  1

1 Institute of Mathematics Polish Academy of Sciences 00-956 Warszawa, Poland 
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Ryszard Zieli/nski. Kernel estimators and
 the Dvoretzky–Kiefer–Wolfowitz inequality. Applicationes Mathematicae, Tome 34 (2007) no. 4, pp. 401-404. doi: 10.4064/am34-4-3

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