Devroye, Luc; Krzyzak, Adam - In: Journal of Multivariate Analysis 82 (2002) 1, pp. 88-110
Let X be an d-valued random variable with unknown density f. Let X1, ..., Xn be i.i.d. random variables drawn from f. The objective is to estimate f(x), where x=(x1, ..., xd). We study the pointwise convergence of two new density estimates, the Hilbert product kernel estimate where...