Kernel estimators for probability densities with discontinuities

DOI10.1080/02331889008802239zbMath0737.62036OpenAlexW1990254322MaRDI QIDQ4712915

Eckhard Liebscher

Publication date: 25 June 1992

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889008802239

zbMATH Keywords

rates of convergencemean square erroralmost sure convergencekernel estimatorMSEMISEconvergence in probabilitypoints of continuitymean integrated square errorconvergence in quadratic meandensity functions with discontinuitiesdiscontinuous probability densitiespoints of jump discontinuities

Mathematics Subject Classification ID

Density estimation (62G07)

Related Items (5)

A note on the integrated squared error of a kernel density estimator in non-smooth cases ⋮ Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation ⋮ Density estimation for Markov chains ⋮ Hermite series estimators for probability densities ⋮ Strong convergence of kernel estimators for product densities of absolutely regular point processes

Cites Work

• Remarks on Some Nonparametric Estimates of a Density Function
• On Non-Parametric Estimates of Density Functions and Regression Curves
• On Choosing a Delta-Sequence
• Curve Estimates

This page was built for publication: Kernel estimators for probability densities with discontinuities