User Tools

Site Tools


seminars:stat:160218

Differences

This shows you the differences between two versions of the page.

Link to this comparison view

Both sides previous revisionPrevious revision
seminars:stat:160218 [2016/03/01 16:49] shangseminars:stat:160218 [2016/05/02 01:47] (current) aleksey
Line 1: Line 1:
 +<WRAP centeralign>##Statistics Seminar##\\ Department of Mathematical Sciences</WRAP>
 +
 +~~META:title =February 18, 2016~~
 +<WRAP 70% center>
 +^  **DATE:**|Thursday, February 18, 2016 |
 +^  **TIME:**|1:15pm to 2:15pm |
 +^  **LOCATION:**|WH 100E |
 +^  **SPEAKER:**|Anton Schick, Binghamton University |
 +^  **TITLE:**|Convergence rates of kernel density estimators in the $L_1$ norm |
 +</WRAP>
 +\\ 
 +
 +<WRAP center box 80%>
 +<WRAP centeralign>**Abstract**</WRAP>
 +The usual approach to evaluate the performance of a kernel density
 +estimator (KDE) is to look at the mean integrated square error.
 +This provides rates of convergence in the $L_2$-norm.
 +In this talk rates of convergence in the $L_1$-norm are presented.
 +We consider both estimators of a density $f$ and its convolution $f*f$ with itself.
 +In the former case the rates are nonparametric $n^{-s/(2s+1)}$
 +and depend on the smoothness $s$ of $f$. In the second case we obtain
 +the parametric rate $n^{-1/2}$. 
 +</WRAP>