Choice of kernel order in density estimation

DOI10.1214/AOS/1176350697zbMath0637.62035OpenAlexW1979779310MaRDI QIDQ1098510

James Stephen Marron

Publication date: 1988

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350697

zbMATH Keywords

kernel density estimatorsmoothnesscross validationnumber of vanishing momentsasymptotic optimality resultmean integrated squared error analysisvariable-order kernel

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

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