Root-n convergent transformation-kernel density estimation
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چکیده
This article may be used for research, teaching and private study purposes. Any substantial or systematic reproduction, redistribution , reselling , loan or sub-licensing, systematic supply or distribution in any form to anyone is expressly forbidden. The publisher does not give any warranty express or implied or make any representation that the contents will be complete or accurate or up to date. The accuracy of any instructions, formulae and drug doses should be independently verified with primary sources. The publisher shall not be liable for any loss, actions, claims, proceedings, demand or costs or damages whatsoever or howsoever caused arising directly or indirectly in connection with or arising out of the use of this material. Transformation from a parametrized family can be combined with kernel density estimation for im~roved effectiveness. Pilot estimators had been uronosed for the aaram-eter that gives th^e optimal transformation, yet their rates of c&veigence had not been resolved. In this paper, the rates of convergence are given. An improved estimator is also proposed which achieves the desirable root-n rate of convergence.
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تاریخ انتشار 1995