✦ LIBER ✦

Asymptotic behaviour of the mean integrated squared error of kernel density estimators for dependent observations

✍ Scribed by J. Meloche

Book ID: 115056970
Publisher: John Wiley and Sons
Year: 1990
Tongue: French
Weight: 298 KB
Volume: 18
Category: Article
ISSN: 0319-5724
DOI: 10.2307/3315451.o

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the asymptotic mean integrated square

On the asymptotic mean integrated squared error of a kernel density estimator for dependent data

✍ Jan Mielniczuk 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 357 KB

Hall and Hart (1990) proved that the mean integrated squared error (MISE) of a marginal kernel density estimator from an infinite moving average process X1, )(2 .... may be decomposed into the sum of MISE of the same kernel estimator for a random sample of the same size and a term proportional to th

On the asymptotic behaviour of the integ

On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth

✍ Carlos Tenreiro 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 131 KB

In this paper, we consider the integrated square error Jn = { f n (x) -f(x)} 2 d x; where f is the common density function of the independent and identically distributed random vectors X1; : : : ; Xn and f n is the kernel estimator with a data-dependent bandwidth. Using the approach introduced by Ha

Mean integrated squared error of kernel

Mean integrated squared error of kernel estimators when the density and its derivative are not necessarily continuous

✍ Constance van Eeden 📂 Article 📅 1985 🏛 Springer Japan 🌐 English ⚖ 473 KB

Asymptotic mean integrated squared error

Asymptotic mean integrated squared errors of some nonparametric density estimators (Corresp.)

✍ Cheng, P.; Serfling, R. 📂 Article 📅 1981 🏛 IEEE 🌐 English ⚖ 666 KB

Inequalities for mean squared error of m

Inequalities for mean squared error of multidimensional kernel density estimations

✍ V. G. Ushakov; N. G. Ushakov 📂 Article 📅 2010 🏛 Allerton Press, Inc. 🌐 English ⚖ 169 KB

On the expansion of the mean integrated

On the expansion of the mean integrated squared error of a kernel density estimator

✍ Bert van Es 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 104 KB

We give a new proof of the mean integrated squared error expansion for non smooth densities of Van Eeden. The proof exploits the Fourier representation of the mean integrated squared error.