Asymptotic Behaviour of the Mean Integrated Squared Error of Kernel Density Estimators for Dependent Observations
โ Scribed by J. Meloche
- Book ID
- 119931970
- Publisher
- John Wiley and Sons
- Year
- 2000
- Tongue
- French
- Weight
- 419 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0319-5724
- DOI
- 10.2307/3315451
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๐ SIMILAR VOLUMES
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
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