Asymptotics for the transformation kernel density estimator

DOI10.1214/AOS/1176324705MaRDI QIDQ1906208zbMATH OpenOpenAlexFDO

Authors Ola G. Hössjer, David Ruppert

Publication date 23 June 1996

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

Full work available at URL https://doi.org/10.1214/aos/1176324705

zbMATH Keywords

asymptotic expansiontransformation kernel density estimatorbias reductionhigher order kernelsvariable bandwidthssmoothed empirical distributiontransformation to uniform distribution

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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(9)

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• Using small bias nonparametric density estimators for confidence interval estimation
• On the effect of estimating the error density in nonparametric deconvolution
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• Rank transformations in Kernel density estimation
• Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model

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