On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth

In this paper, we consider the integrated square error where f is the common density function of the independent and identically distributed random vectors X1,...,Xn and is the kernel estimator with a data-dependent bandwidth. Using the approach introduced by Hall (J. Multivariate Anal. 14 (1984) 1)...

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Bibliographic Details
Main Author: Tenreiro, Carlos (author)
Format: article
Language:eng
Published: 2001
Subjects:
Online Access:http://hdl.handle.net/10316/4649
Country:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/4649