Note on the minimum mean integrated squared error of kernel estimates of a distribution function and its derivatives

DOI10.1080/03610929308831040zbMath0798.62049MaRDI QIDQ4275170

Belkacem Abdous

Publication date: 13 January 1994

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

Full work available at URL: https://doi.org/10.1080/03610929308831040

zbMATH Keywords

Fourier transform; optimality; derivatives; density estimation; kernel distribution; exact expression; Parseval's formula; Fourier integral estimate; minimum integrated squared error

Mathematics Subject Classification ID

62G07: Density estimation

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

Related Items

Multistage plug—in bandwidth selection for kernel distribution function estimates, A unified treatment of direct and indirect estimation of a probability density and its derivatives, Fourier methods for smooth distribution function estimation

Cites Work

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• Smooth optimum kernel estimators of densities, regression curves and modes
• Mean integrated square error properties of density estimates
• The performance of kernel density functions in kernel distribution function estimation
• Improvements on strong uniform consistency of some known kernel estimates of a density and its derivatives
• Mean intergrated squared error properties and optimal kernels when estimating a diatribution function
• On the Estimation of the Probability Density, I