Convergence properties of an empirical error criterion for multivariate density estimation

DOI10.1016/0047-259X(86)90090-4zbMath0616.62064MaRDI QIDQ1821451

James Stephen Marron

Publication date: 1986

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

zbMATH Keywords

kernel estimationMISEmean integrated square errorbandwidthsstochastic measures of accuracymultivariate densitiescomparing density estimatorsempirical error criterion

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (7)

Bandwidth selection for kernel density estimation: a review of fully automatic selectors ⋮ Random approximations to some measures of accuracy in nonparametric curve estimation ⋮ Optimal smooth hazard estimates ⋮ Lower bounds for bandwidth selection in density estimation ⋮ Quadratic errors for nonparametric estimates under dependence ⋮ Optimal bandwidth selection for multivariate kernel deconvolution density estimation ⋮ Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators

Cites Work

• Optimal rates of convergence for nonparametric estimators
• Limit theorems for stochastic measures of the accuracy of density estimators
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Curve Estimates
• Nonparametric probability density estimation

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