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Evaluation of Root-n Bandwidth Selectors for Kernel Density Estimation

✍ Scribed by TODD D. STEURY; JOHN E. MCCARTHY; TIMOTHY C. ROTH II; STEVEN L. LIMA; DENNIS L. MURRAY


Book ID
115052786
Publisher
The Wildlife Society
Year
2010
Tongue
English
Weight
431 KB
Volume
74
Category
Article
ISSN
0022-541X

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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