A note on variance reduction

DOI10.1016/0167-7152(94)00241-5zbMATH Open0837.62018OpenAlexW2080398556MaRDI QIDQ1907930FDOQ1907930

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

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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)

Cites Work

• Asymptotic Normality ofL₁-Error in Density Estimation

Cited In (5)

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

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