Optimal bandwidths for kernel density es
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Ibrahim A. Ahmad; Yanqin Fan
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Article
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2001
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Elsevier Science
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English
β 91 KB
We derive optimal bandwidths for kernel density estimators of functions of observations proposed in Frees (J. Amer. Statist. Assoc. 89 (1994) 517-525). Our criteria are, respectively, the minimization of the asymptotic mean squared error and of the asymptotic mean integrated squared error of the est