On improving density estimators which are not bona fide functions (Q1091697): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1214/aos/1176350182 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1968477689 / rank | |||
Normal rank |
Latest revision as of 21:29, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On improving density estimators which are not bona fide functions |
scientific article |
Statements
On improving density estimators which are not bona fide functions (English)
0 references
1986
0 references
In order to improve the rate of decrease of the integrated mean square error (IMSE) for nonparametric kernel density estimators with nonrandom bandwidth beyond \(O(n^{-4/5})\) all current methods must relax the constraint that the density estimate be a bona fide function, that is, be nonnegative and integrate to one. In this paper we show how to achieve similar improvement without relaxing any of these constraints. The method can also be applied for orthogonal series, adaptive orthogonal series, spline, jackknife, and other density estimators, and assures an improvement of the IMSE for each sample size.
0 references
rates of convergence
0 references
rate of decrease of the integrated mean square error (IMSE)
0 references
kernel density estimators
0 references
nonrandom bandwidth
0 references
bona fide function
0 references
orthogonal series
0 references
adaptive orthogonal series
0 references
spline
0 references
jackknife
0 references