Asymptotic bounds for the expected \(L^ 1\) error of a multivariate kernel density estimator

DOI10.1016/0047-259X(92)90046-IzbMath0754.62021MaRDI QIDQ1201132

Jussi Klemelä, Lasse Holmström

Publication date: 17 January 1993

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

zbMATH Keywords

numerical integrationnumerical simulationsdensity estimationdiscriminationsmoothing parameterasymptotic lower boundasymptotic upper boundexpected L1-errorexact asymptotic errormultivariate density functionmultivariate kernel estimator

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12)

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Cites Work

• Minimizing \(L_ 1\) distance in nonparametric density estimation
• Estimation of a multivariate density
• [https://portal.mardi4nfdi.de/wiki/Publication:3048064 Estimation des densit�s: risque minimax]
• Remarks on Some Nonparametric Estimates of a Density Function
• On Estimation of a Probability Density Function and Mode
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