𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Optimal asymptotic quadratic errors of density estimators on random fields

✍ Scribed by Gérard Biau

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
145 KB
Volume
60
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

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

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