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Estimating the strength of density dependence in the presence of observation errors using integrated population models

✍ Scribed by Fitsum Abadi; Olivier Gimenez; Hans Jakober; Wolfgang Stauber; Raphaël Arlettaz; Michael Schaub


Book ID
113578749
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
593 KB
Volume
242
Category
Article
ISSN
0304-3800

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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