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
✦ LIBER ✦
Exact and Asymptotically Optimal Bandwidths for Kernel Estimation of Density Functionals
✍ Scribed by José E. Chacón, Carlos Tenreiro
- Book ID
- 118805573
- Publisher
- Springer US
- Year
- 2011
- Tongue
- English
- Weight
- 494 KB
- Volume
- 14
- Category
- Article
- ISSN
- 1387-5841
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