Least squares cross-validation for the kernel deconvolution density estimator
✍ Scribed by Élie Youndjé; Martin T. Wells
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 50 KB
- Volume
- 334
- Category
- Article
- ISSN
- 1631-073X
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This paper studies the risks and bandwidth choices of a kernel estimate of the underlying density when the data are obtained from s independent biased samples. The main results of this paper give the asymptotic representation of the integrated squared errors and the mean integrated squared errors of
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