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On convergence of kernel estimators of density with variable window width by dependent observations

โœ Scribed by A. V. Dobrovidov


Book ID
110152612
Publisher
SP MAIK Nauka/Interperiodica
Year
2007
Tongue
English
Weight
165 KB
Volume
68
Category
Article
ISSN
0005-1179

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โœ Carlos Tenreiro ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 131 KB

In this paper, we consider the integrated square error Jn = { f n (x) -f(x)} 2 d x; where f is the common density function of the independent and identically distributed random vectors X1; : : : ; Xn and f n is the kernel estimator with a data-dependent bandwidth. Using the approach introduced by Ha