Minimizing \(L_ 1\) distance in nonparametric density estimation

DOI10.1016/0047-259X(88)90073-5zbMath0673.62030MaRDI QIDQ1120929

Matthew P. Wand

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Newton's methodadaptive algorithmasymptotic optimalityestimatorsdensity estimatorsfrequency polygonsmultivariate kerneldata-driven estimatorsL1 distancemultivariate histogram estimatorsoptimal smoothing parameterssmoothed histogram

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05)

Related Items (24)

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Cites Work

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• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• An asymptotically optimal window selection rule for kernel density estimates
• Finite sample performance of deconvolving density estimators
• Frequency Polygons: Theory and Application
• Probability Inequalities for Sums of Bounded Random Variables
• On the Convergence of Moments in the Central Limit Theorem
• On Choosing a Delta-Sequence
• Curve Estimates

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