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...
| Autor principal: | |
|---|---|
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
1998
|
| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10316/4669 |
| País: | Portugal |
| Oai: | oai:estudogeral.sib.uc.pt:10316/4669 |