Asymptotic normality of plug-in level set estimates
classification
🧮 math.PR
keywords
levelasymptoticdensityestimatornormalitydefinitiondifferenceefficacy
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We establish the asymptotic normality of the $G$-measure of the symmetric difference between the level set and a plug-in-type estimator of it formed by replacing the density in the definition of the level set by a kernel density estimator. Our proof will highlight the efficacy of Poissonization methods in the treatment of large sample theory problems of this kind.
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