Kernel estimators and the Dvoretzky–Kiefer–Wolfowitz inequality
Tom 34 / 2007
Applicationes Mathematicae 34 (2007), 401-404
MSC: 62G20, 62G30, 62G07.
DOI: 10.4064/am34-4-3
Streszczenie
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.
