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Error bounds for kernel density estimator of spectral distribution for Gaussian Unitary Ensembles

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  • Jiang, Hui
  • Wang, Shaochen

Abstract

In this short note, we study the error bounds for kernel density estimator of spectral distribution for Gaussian unitary ensembles. A deviation inequality and L1 error bound for the kernel estimator have been obtained. Our approach is based on an abstract deviation inequality for linear spectrum statistics of determinantal points fields.

Suggested Citation

  • Jiang, Hui & Wang, Shaochen, 2017. "Error bounds for kernel density estimator of spectral distribution for Gaussian Unitary Ensembles," Statistics & Probability Letters, Elsevier, vol. 126(C), pages 179-184.
    • Handle: RePEc:eee:stapro:v:126:y:2017:i:c:p:179-184
    DOI: 10.1016/j.spl.2017.03.014
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    Keywords

    Kernel density estimator; Gaussian unitary ensembles; Deviation inequality; L1 error bound;
    All these keywords.

    JEL classification:

    • L1 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance

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