A note on the universal consistency of the kernel distribution function estimator
✍ Scribed by José E. Chacón; Alberto Rodríguez-Casal
- Book ID
- 108268688
- Publisher
- Elsevier Science
- Year
- 2010
- Tongue
- English
- Weight
- 279 KB
- Volume
- 80
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
The asymptotic results for a kernel estimator of a distribution function F [Azzalini (1981)] are extended. Under certain smoothness conditions on the quantile function, it is established that. a class of kernel estimators of F can achieve a smaller mean squared error than the empirical distribution
The optimal bandwidth of the d-dimensional kernel estimator of a density is well known to have order n l.,(4+d). In this note, the multivariate distribution function F(x) is estimated by integrating a kernel estimator of its density. The asymptotic optimal bandwidth of the d-dimensional kernel dist