Uniform asymptotics for kernel density estimators with variable bandwidths

Details Uniform asymptotics for kernel density estimators with variable bandwidths Uniform asymptotics for kernel density estimators with variable bandwidths

2010-07-25

arxiv.org/abs/1007.4350v1

Journal of Nonparametric Statistics, 2010

Mathematics

Statistics Theory

24 pages

Scientific paper

It is shown that the Hall, Hu and Marron [Hall, P., Hu, T., and Marron J.S. (1995), Improved Variable Window Kernel Estimates of Probability Densities, {\it Annals of Statistics}, 23, 1--10] modification of Abramson's [Abramson, I. (1982), On Bandwidth Variation in Kernel Estimates - A Square-root Law, {\it Annals of Statistics}, 10, 1217--1223] variable bandwidth kernel density estimator satisfies the optimal asymptotic properties for estimating densities with four uniformly continuous derivatives, uniformly on bounded sets where the preliminary estimator of the density is bounded away from zero.

Affiliated with

Also associated with

No associations

Rating

Uniform asymptotics for kernel density estimators with variable bandwidths does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Uniform asymptotics for kernel density estimators with variable bandwidths, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Uniform asymptotics for kernel density estimators with variable bandwidths will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-557799