A note on the integrated squared error of a kernel density estimator in non-smooth cases

DOI10.1016/S0167-7152(97)00019-9zbMATH Open0965.62031OpenAlexW2106195839MaRDI QIDQ1373968FDOQ1373968

Authors: Bert van Es 

Publication date: 6 May 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(97)00019-9

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• Asymptotics for least squares cross-validation bandwidths in nonsmooth cases

zbMATH Keywords

central limit theoremkernel estimatorsmean integrated squared error

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

Cites Work

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• U-processes: Rates of convergence
• A Class of Statistics with Asymptotically Normal Distribution
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Mean integrated squared error of kernel estimators when the density and its derivative are not necessarily continuous
• Asymptotics for least squares cross-validation bandwidths in nonsmooth cases
• Kernel Estimation of Densities with Discontinuities or Discontinuous Derivatives
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• Kernel estimators for probability densities with discontinuities
• How much do plug-in bandwidth selectors adapt to non-smoothness?
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• Likelihood cross-validation bandwidth selection for nonparametric kernel density estimators^†
• Optimal kernels when estimating non-smooth densities

Cited In (12)

• On the expansion of the mean integrated squared error of a kernel density estimator
• Mean integrated squared error of kernel estimators when the density and its derivative are not necessarily continuous
• Asymptotics for least squares cross-validation bandwidths in nonsmooth cases
• Title not available (Why is that?)
• Title not available (Why is that?)
• Integrated squared error of kernel-type estimator of distribution function
• Mean intergrated squared error properties and optimal kernels when estimating a diatribution function
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
• Robust kernel estimator for densities of unknown smoothness
• Convergence rates for average square errors for kernel smoothing estimators
• On visual distances in density estimation: the Hausdorff choice
• Asymptotic normality of the integrated square error of a density estimator in the convolution model

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