On $L_p$-Norms of Multivariate Density Estimators
The Annals of Statistics · 1991 · Volume 19 · Issue 4
Abstract
Central limit theorems are proven for $L_p$-norms $(1 \leq p < \infty)$ of multivariate density estimators.
Keywords
$L_p$-norm; 60F25; 62G10; central limit theorem; Dependent random variables; kernel estimate; Poisson process;
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