Exact mean integrated squared error
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Publication:1194535
DOI10.1214/AOS/1176348653zbMath0746.62040OpenAlexW1984499217WikidataQ56428639 ScholiaQ56428639MaRDI QIDQ1194535
James Stephen Marron, Matthew P. Wand
Publication date: 27 September 1992
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348653
mean integrated squared errorkernel density estimationasymptotic approximationswindow widthGaussian kernels of arbitrary ordergeneral normal mixture density
Density estimation (62G07) Numerical integration (65D30) Probabilistic methods, stochastic differential equations (65C99)
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