Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives

DOI10.1016/0167-7152(91)90116-9zbMath0724.62040OpenAlexW2027437780MaRDI QIDQ758040

M. C. Jones, Simon J. Sheather

Publication date: 1991

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90116-9

zbMATH Keywords

smoothingbias reductionrates of convergencebandwidth selectionkernel density estimationfunctional estimationImproved kernel-based estimates of integrated squared density derivatives

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites Work

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• A note on the estimation of the integral of \(f^ 2(x)\)
• Estimation of integrated squared density derivatives
• Lower bounds for bandwidth selection in density estimation
• Asymptotic effectiveness of some higher order kernels

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