Admissible kernel estimators of a multivariate density (Q1107922): Difference between revisions
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Latest revision as of 15:30, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Admissible kernel estimators of a multivariate density |
scientific article |
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Admissible kernel estimators of a multivariate density (English)
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1988
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A kernel density estimator is defined to be admissible if no other kernel estimator has (among all densities and sample sizes) uniformly smaller mean integrated squared error. Admissible kernel density estimators are precisely those using kernels with nonnegative Fourier transforms bounded by 1. Several examples are given.
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kernel density estimator
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mean integrated squared error
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nonnegative Fourier transforms
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