Fourier methods for smooth distribution function estimation

DOI10.1016/j.spl.2013.10.010zbMath1288.62055arXiv1305.2476MaRDI QIDQ2444403

José E. Chacón, Carlos Tenreiro, Pablo Monfort

Publication date: 9 April 2014

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

Full work available at URL: https://arxiv.org/abs/1305.2476

zbMATH Keywords

Fourier analysis; mean integrated squared error; optimal bandwidth; sinc kernel; kernel distribution estimation

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

42A38: Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type

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