Kernel density estimation: the general case
β Scribed by V.S.M. Campos; C.C.Y. Dorea
- Publisher
- Elsevier Science
- Year
- 2001
- Tongue
- English
- Weight
- 103 KB
- Volume
- 55
- Category
- Article
- ISSN
- 0167-7152
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β¦ Synopsis
Let p(β’) be a density with respect to a -ΓΏnite measure on (E; E), where E β R d . In this note, we propose a general class of kernel estimates for p(β’). It is shown that our results on strong consistency and asymptotic normality include the classical results for continuous densities on R d and extend some results of kernel estimators for discrete distributions.
π SIMILAR VOLUMES
Let X be an R d -valued random variable with unknown density f. Let X1; : : : ; Xn be i.i.d. random variables drawn from f. We study the pointwise convergence of a new class of density estimates, of which the most striking member is the Hilbert kernel estimate where V d is the volume of the unit ba
In this paper, we consider the estimation problem of f(0), the value of density f at the left endpoint 0. Nonparametric estimation of f( 0) is rather formidable due to boundary e ects that occur in nonparametric curve estimation. It is well known that the usual kernel density estimates require modiΓΏ