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Optimal bandwidths for kernel density estimators of functions of observations

โœ Scribed by Ibrahim A. Ahmad; Yanqin Fan

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
91 KB
Volume
51
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

We derive optimal bandwidths for kernel density estimators of functions of observations proposed in Frees (J. Amer. Statist. Assoc. 89 (1994) 517-525). Our criteria are, respectively, the minimization of the asymptotic mean squared error and of the asymptotic mean integrated squared error of the estimators.

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