Optimal kernels when estimating non-smooth densities

DOI10.1080/03610928708829475zbMath0634.62029MaRDI QIDQ3773070

Jan W. H. Swanepoel

Publication date: 1987

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928708829475

zbMATH Keywords

kernel function; mean integrated squared error; density function estimators; Epanechnikov's optimal kernel; estimating non-smooth densities; optimal kernel with compact support

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Related Items

A note on the integrated squared error of a kernel density estimator in non-smooth cases, Mean intergrated squared error properties and optimal kernels when estimating a diatribution function

Cites Work

• Smooth optimum kernel estimators of densities, regression curves and modes
• Mean integrated squared error of kernel estimators when the density and its derivative are not necessarily continuous
• Mean square error properties of density estimates
• Remarks on Some Nonparametric Estimates of a Density Function
• Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
• Developments in Nonparametric Density Estimation
• On Estimation of a Probability Density Function and Mode