The rate at which the mean square error decreases as sample size increases is evaluated for general $L^1$ kernel estimates and for the Fourier integral estimate for a probability density function. The estimates are then compared on the basis of these rates.
Publié le : 1975-07-14
Classification:
Nonparametric estimation,
density estimation,
kernel estimates,
Fourier integral estimate,
62G05
@article{1176343207,
author = {Davis, Kathryn Bullock},
title = {Mean Square Error Properties of Density Estimates},
journal = {Ann. Statist.},
volume = {3},
number = {1},
year = {1975},
pages = { 1025-1030},
language = {en},
url = {http://dml.mathdoc.fr/item/1176343207}
}
Davis, Kathryn Bullock. Mean Square Error Properties of Density Estimates. Ann. Statist., Tome 3 (1975) no. 1, pp. 1025-1030. http://gdmltest.u-ga.fr/item/1176343207/