

Author: Chacón J. E. Montanero J. Nogales A. G.
Publisher: Taylor & Francis Ltd
ISSN: 1048-5252
Source: Journal of Nonparametric Statistics, Vol.19, Iss.1, 2007-01, pp. : 13-21
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
In the context of kernel density estimation, we give a characterization of the kernels for which the parametric mean integrated squared error (MISE) rate n-1 may be obtained, where n is the sample size. Also, for the cases where this rate is attainable, we give an asymptotic bandwidth choice that makes the kernel estimator consistent in mean integrated squared error at that rate and a numerical example showing the superior performance of the superkernel estimator when the bandwidth is properly chosen.
Related content




Rank transformations in Kernel density estimation
By Eichner Gerrit Stute Winfried
Journal of Nonparametric Statistics, Vol. 25, Iss. 2, 2013-06 ,pp. :




Using pseudometrics in kernel density estimation
By Hovda Sigve
Journal of Nonparametric Statistics, Vol. 26, Iss. 4, 2014-10 ,pp. :