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arxiv: 0908.1045 · v1 · submitted 2009-08-07 · 🧮 math.PR

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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