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Beta kernel estimators for density functions

✍ Scribed by Song Xi Chen


Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
289 KB
Volume
31
Category
Article
ISSN
0167-9473

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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