Variable window width kernel estimates of probability densities
نویسندگان
چکیده
منابع مشابه
Improved Variable Window Kernel Estimates of Probability Densities
Variable window width kernel density estimators, with the width varying proportionally to the square root of the density, have been thought to have superior asymptotic properties. The rate of convergence has been claimed to be as good as those typical for higher order kernels, which makes the variable width estimators more attractive because no adjustment is needed to handle the negativity usua...
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For the standard kernel density estimate, it is known that one can tune the bandwidth such that the expected L1 error is within a constant factor of the optimal L1 error (obtained when one is allowed to choose the bandwidth with knowledge of the density). In this paper, we pose the same problem for variable bandwidth kernel estimates where the bandwidths are allowed to depend upon the location....
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ژورنال
عنوان ژورنال: Probability Theory and Related Fields
سال: 1992
ISSN: 0178-8051,1432-2064
DOI: 10.1007/bf01194494