Note on the minimum mean integrated squared error of kernel estimates of a distribution function and its derivatives

DOI10.1080/03610929308831040zbMath0798.62049MaRDI QIDQ4275170

Belkacem Abdous

Publication date: 13 January 1994

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929308831040

zbMATH Keywords

Fourier transform; optimality; derivatives; density estimation; kernel distribution; exact expression; Parseval's formula; Fourier integral estimate; minimum integrated squared error

Mathematics Subject Classification ID

62G07: Density estimation

42A38: Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type

Related Items

Multistage plug—in bandwidth selection for kernel distribution function estimates, The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator, Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators, A unified treatment of direct and indirect estimation of a probability density and its derivatives, Fourier methods for smooth distribution function estimation, Nonparametric recursive method for moment generating function kernel-type estimators

Cites Work

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• Smooth optimum kernel estimators of densities, regression curves and modes
• Mean integrated square error properties of density estimates
• The performance of kernel density functions in kernel distribution function estimation
• Improvements on strong uniform consistency of some known kernel estimates of a density and its derivatives
• Mean intergrated squared error properties and optimal kernels when estimating a diatribution function
• On the Estimation of the Probability Density, I