论文信息 - Approximate distribution of the maximum deviation of histograms

Approximate distribution of the maximum deviation of histograms

SummaryWe consider a histogram, based on order statistics, and density estimators which are closely related to the histogram.When investigating the distribution of the maximum absolute deviation of density estimators it turns out that an approximation by the distribution of the largest absolute value of a normal sample is asymptotically considerably better than an approximation by the limit distribution (which is the extreme value distribution). For the one-side deviation, a corresponding approximation is less accurate. The accuracy can be improved by using an asymptotic expansion.

Rolf-Dieter Reiss | R. Reiss

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