On the minimization of absolute distance in kernel density estimation
β Scribed by Peter Hall; Matthew P Wand
- Publisher
- Elsevier Science
- Year
- 1988
- Tongue
- English
- Weight
- 231 KB
- Volume
- 6
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The accuracy of the binned kernel density estimator is studied for general binning rules. We derive mean squared error results for the closeness of this estimator to both the true density and the unbinned kernel estimator. The binning rule and smoothness of the kernel function are shown to influence
The estimation of integrated density derivatives is a crucial problem which arises in data-based methods for choosing the bandwidth of kernel and histogram estimators. In this paper, we establish the asymptotic normality of a multistage kernel estimator of such quantities, by showing that under some