A note on kernel density estimation at a parametric rate

被引：18

作者：

Chacon, J. E. ^{[1
]}

Montanero, J. ^{[1
]}

Nogales, A. G. ^{[1
]}

机构：

[1] Univ Extremadura, Dept Matemat, E-06071 Badajoz, Spain

来源：

JOURNAL OF NONPARAMETRIC STATISTICS | 2007年 / 19卷 / 01期

关键词：

optimal density estimation; convergence rates; mean integrated squared error; super-kernel;

D O I：

10.1080/10485250701262317

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In the context of kernel density estimation, we give a characterization of the kernels for which the parametric mean integrated squared error (MISE) rate n(-1) maybe obtained, where n is the sample size. Also, for the cases where this rate is attainable, we give an asymptotic bandwidth choice that makes the kernel estimator consistent in mean integrated squared error at that rate and a numerical example showing the superior performance of the superkernel estimator when the bandwidth is properly chosen.

引用

页码：13 / 21

页数：9

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