Exact mean integrated squared error

DOI10.1214/aos/1176348653zbMath0746.62040OpenAlexW1984499217WikidataQ56428639 ScholiaQ56428639MaRDI QIDQ1194535

James Stephen Marron, Matthew P. Wand

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1214/aos/1176348653

zbMATH Keywords

mean integrated squared errorkernel density estimationasymptotic approximationswindow widthGaussian kernels of arbitrary ordergeneral normal mixture density

Mathematics Subject Classification ID

Density estimation (62G07) Numerical integration (65D30) Probabilistic methods, stochastic differential equations (65C99)

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