Remarks on Some Nonparametric Estimates of a Density Function

Rosenblatt, Murray

Ann. Math. Statist., Tome 27 (1956) no. 4, p. 832-837 / Harvested from Project Euclid

Résumé

This note discusses some aspects of the estimation of the density function of a univariate probability distribution. All estimates of the density function satisfying relatively mild conditions are shown to be biased. The asymptotic mean square error of a particular class of estimates is evaluated.

Publié le : 1956-09-14
Classification:

@article{1177728190,
     author = {Rosenblatt, Murray},
     title = {Remarks on Some Nonparametric Estimates of a Density Function},
     journal = {Ann. Math. Statist.},
     volume = {27},
     number = {4},
     year = {1956},
     pages = { 832-837},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177728190}
}

Rosenblatt, Murray. Remarks on Some Nonparametric Estimates of a Density Function. Ann. Math. Statist., Tome 27 (1956) no. 4, pp.  832-837. http://gdmltest.u-ga.fr/item/1177728190/