Asymptotic distribution for a discrete version of integrated square error of multivariate density kernel estimators
In this paper we consider the weighted average square error An([pi]) = (1/n) [Sigma]nj=1{fn(Xj) -; f(Xj)}2[pi](Xj), where f is the common density function of the independent and identically distributed random vectors X1,..., Xn, fn is the kernel estimator based on these vectors and [pi] is a weight...
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| Format: | article |
| Language: | eng |
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1998
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| Online Access: | http://hdl.handle.net/10316/4669 |
| Country: | Portugal |
| Oai: | oai:estudogeral.sib.uc.pt:10316/4669 |