✦ LIBER ✦

On wavelet projection kernels and the integrated squared error in density estimation

✍ Scribed by Giné, Evarist; Madych, W.R.

Book ID: 125439188
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 383 KB
Volume: 91
Category: Article
ISSN: 0167-7152
DOI: 10.1016/j.spl.2014.03.029

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the integrated squared error of the l

On the integrated squared error of the linear wavelet density estimator

✍ Lu, Lu 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 554 KB

Reducing the mean squared error in kerne

Reducing the mean squared error in kernel density estimation

✍ Kim, Jinmi; Kim, Choongrak 📂 Article 📅 2013 🏛 Elsevier 🌐 English ⚖ 622 KB

On the expansion of the mean integrated

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

✍ Bert van Es 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 104 KB

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 asymptotic mean integrated square

On the asymptotic mean integrated squared error of a kernel density estimator for dependent data

✍ Jan Mielniczuk 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 357 KB

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

A note on the integrated squared error o

A note on the integrated squared error of a kernel density estimator in non-smooth cases

✍ Bert van Es 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 507 KB

On the asymptotic behaviour of the integ

On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth

✍ Carlos Tenreiro 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 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