Cube Root Weak Convergence of Empirical Estimators of a Density Level Set
Cube Root Weak Convergence of Empirical Estimators of a Density Level Set
Given n independent random vectors with common density f on Rd, we study the weak convergence of three empirical-measure based estimators of the convex λ-level set Lλ of f, namely the excess mass set, the minimum volume set and the maximum probability set, all selected from a class of convex …