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A note on kernel density estimators with optimal bandwidths

✍ Scribed by Nils Lid Hjort; Stephen G. Walker

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
93 KB
Volume
54
Category
Article
ISSN
0167-7152

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✦ Synopsis

We show that the cumulative distribution function corresponding to a kernel density estimator with optimal bandwidth lies outside any conΓΏdence interval, around the empirical distribution function, with probability tending to 1 as the sample size increases.

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