Admissible kernel estimators of a multivariate density

DOI10.1214/AOS/1176351046MaRDI QIDQ1107922zbMATH OpenOpenAlexFDO

Authors Daren B. H. Cline

Publication date 1988

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176351046

zbMATH Keywords

kernel density estimatormean integrated squared errornonnegative Fourier transforms

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Nonparametric estimation (62G05)

Review text

A kernel density estimator is defined to be admissible if no other kernel estimator has (among all densities and sample sizes) uniformly smaller mean integrated squared error. Admissible kernel density estimators are precisely those using kernels with nonnegative Fourier transforms bounded by 1. Several examples are given.

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Cited in

(22)

• Asymptotic effectiveness of some higher order kernels
• Kernel and pseudokernel estimators for the a priori density of a multivariate parameter
• On admissible nonparametric estimates of the probability density and its derivatives
• On the non-consistency of an estimate of Chiu
• Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
• Time-varying extreme value dependence with application to leading European stock markets
• Oracle inequalities for probability density estimations
• Adapting the classical kernel density estimator to data
• Optimal asymmetric kernels
• A variational inference for the Lévy adaptive regression with multiple kernels
• Fast multivariate empirical cumulative distribution function with connection to kernel density estimation
• Fourier methods for smooth distribution function estimation
• Optimal kernel estimation of densities
• Schoenberg's polynomial B-splines of odd degrees: a brief review of application
• Large sample results for varying kernel regression estimates
• On nonparametric kernel density estimates
• Generalized jackknifing and higher order kernels
• Localized mixture models for prediction with application
• scientific article; zbMATH DE number 7408882 (Why is no real title available?)
• Local data-driven bandwidth choice for density estimation
• Adaptive density estimation using the blockwise Stein method
• A stochastic coupling method for atomic-to-continuum MonteCarlo simulations

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