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20182022
most citedE-detectors: a nonparametric framework for sequential change detection

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math.ST2018

Uniform Convergence Rate of the Kernel Density Estimator Adaptive to Intrinsic Volume Dimension

Jisu Kim, Jaehyeok Shin, Alessandro Rinaldo +1

We derive concentration inequalities for the supremum norm of the difference between a kernel density estimator (KDE) and its point-wise expectation that hold uniformly over the se…