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.
On the use of the mean squared error as a proficiency index
โ Scribed by Ismael Castelazo; Yoshito Mitani
- Publisher
- Springer-Verlag
- Year
- 2011
- Tongue
- English
- Weight
- 194 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0949-1775
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๐ SIMILAR VOLUMES
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
We are grateful to the twelve discussants for their many insightful and constructive comments on our paper, although we are surprised by both the number of discussants and their near unanimity that the paper was 'provocative'. We have organized our reply under seven headings, concerned, respectively