On the asymptotic behaviour of the ISE for automatic kernel distribution estimators

DOI10.1080/10485250310001604631zbMATH Open1054.62061OpenAlexW2142384740MaRDI QIDQ4470127FDOQ4470127

Authors: Carlos Tenreiro 

Publication date: 22 June 2004

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250310001604631

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zbMATH Keywords

\(U\)-statisticsIntegrated square errorKernel distribution estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Exact mean integrated squared error
• Remarks on Some Nonparametric Estimates of a Density Function
• On Estimation of a Probability Density Function and Mode
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• On optimal data-based bandwidth selection in kernel density estimation
• Bandwith selection for the smoothing of distribution functions
• Bandwidth selection for kernel distribution function estimation
• Smoothing parameter selection for smooth distribution functions
• Multistage plug—in bandwidth selection for kernel distribution function estimates
• Some New Estimates for Distribution Functions
• Strong uniform consistency of integrals of density estimators
• Nonparametric estimates of distribution functions
• On Choosing a Delta-Sequence
• Convergence rate of perturbed empirical distribution functions
• The performance of kernel density functions in kernel distribution function estimation
• Lower bounds for bandwidth selection in density estimation
• Mean intergrated squared error properties and optimal kernels when estimating a diatribution function
• On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth

Cited In (4)

• The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator
• On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth
• Fourier methods for smooth distribution function estimation
• Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators

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