Nonparametric Estimation of Surface Integrals on Level Sets

Abstract: Surface integrals on density level sets often appear in asymptotic results in nonparametric level set estimation (such as for confidence regions and bandwidth selection). Also surface integrals can be used to describe the shape of level sets (using such as Willmore energy and Minkowski functionals), and link geometry (curvature) and topology (Euler characteristic) of level sets through the Gauss-Bonnet theorem. We consider three estimators of surface integrals on density level sets, one as a direct plug-in estimator, and the other two based on different neighborhoods of level sets. We allow the integrands of the surface integrals to be known or unknown. For both of these scenarios, we derive the rates of the convergence and asymptotic normality of the three estimators.