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On the Integral Mean Square Error of Some Nonparametric Estimates for the Density Function

✍ Scribed by Nadaraya, E. A.


Book ID
118227784
Publisher
Society for Industrial and Applied Mathematics
Year
1974
Tongue
English
Weight
638 KB
Volume
19
Category
Article
ISSN
0040-585X

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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