On the effect of density shape on the performance of its kernel estimate

DOI10.1080/02331888308802409zbMath0808.62033OpenAlexW2022979608MaRDI QIDQ4324727

Matthew P. Wand, Luc P. Devroye

Publication date: 28 February 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888308802409

zbMATH Keywords

kernel density estimateoptimal smoothing factoruniversal functional

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items

How easy is a given density to estimate?, Universal smoothing factor selection in density estimation: theory and practice. (With discussion)

Cites Work

• A note on the \(L_ 1\) consistency of variable kernel estimates
• Minimizing \(L_ 1\) distance in nonparametric density estimation
• Optimal convergence properties of kernel density estimators without differentiability conditions
• Bias reduction in kernel density estimation by smoothed empirical transformations
• How easy is a given density to estimate?
• An approximation to the density function
• Remarks on Some Nonparametric Estimates of a Density Function
• Coupled Samples in Simulation
• Estimation of the entropy and information of absolutely continuous random variables
• Transformations in Density Estimation
• CORRECTING FOR KURTOSIS IN DENSITY ESTIMATION
• On Estimation of a Probability Density Function and Mode