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On the expansion of the mean integrated squared error of a kernel density estimator

✍ Scribed by Bert van Es

Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 104 KB
Volume: 52
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(01)00032-3

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✦ Synopsis

We give a new proof of the mean integrated squared error expansion for non smooth densities of Van Eeden. The proof exploits the Fourier representation of the mean integrated squared error.

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