The rate at which the mean integrated 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. The rates are compared to that of the minimum M.I.S.E.; the Fourier integral estimate is found to be asymptotically optimal.
Publié le : 1977-05-14
Classification:
Nonparametric estimation,
density estimation,
kernel estimates,
Fourier integral estimate,
order of consistency,
62G05
@article{1176343850,
author = {Davis, Kathryn Bullock},
title = {Mean Integrated Square Error Properties of Density Estimates},
journal = {Ann. Statist.},
volume = {5},
number = {1},
year = {1977},
pages = { 530-535},
language = {en},
url = {http://dml.mathdoc.fr/item/1176343850}
}
Davis, Kathryn Bullock. Mean Integrated Square Error Properties of Density Estimates. Ann. Statist., Tome 5 (1977) no. 1, pp. 530-535. http://gdmltest.u-ga.fr/item/1176343850/