North-Holland A UNIVERSAL LOWER BOUND FOR THE KERNEL ESTIMATE.pdfVIP

Statistics Probability Letters 8 (1989) 419-423 North-Holland October 1989 A UNIVERSAL LOWER BOUND FOR THE KERNEL ESTIMATE Luc DEVROYE School of Computer Science, McGill University, Montreal, Canada H3A 2K6 Received May 1988 Revised September 1988 Abstract: Let f,, be the kernel density estimate with arbitrary smoothing factor h and arbitrary (absolutely integrable) kernel K, based upon an i.i.d. sample of size n drawn from a density f. It is shown that and that Keywords: density estimation, L, error, inequalities, empirical characteristic function, kernel estimate. 1. Inttoductio