A note on variance reduction

DOI10.1016/0167-7152(94)00241-5MaRDI QIDQ1907930zbMATHOpenAlexFDO

Authors Alain Berlinet

Publication date 20 May 1996

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

Full work available at URL https://doi.org/10.1016/0167-7152(94)00241-5

zbMATH Keywords

density estimationcentral limit theoremvariance reductiontransformationhistogram estimate

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• Asymptotic Normality ofL₁-Error in Density Estimation

Cited in

(5)

• Reducing the variance by smoothing
• A note on the kinks at the mean variance frontier
• Variance reduction by smoothing revisited
• Improved quantum data analysis
• On the lrerror in histogram density estimation: The multidimensional case

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