Title
Optimal bandwidths for kernel density estimators of functions of observations
Abbreviated Journal Title
Stat. Probab. Lett.
Keywords
density estimation; kernel methods; functions of random variables; optimal bandwidths; integrated mean square error; SELECTION; DERIVATIVES; Statistics & Probability
Abstract
We derive optimal bandwidths for kernel density estimators of functions of observations proposed in Frees (J. Amer. Statist. Assoc. 89 (1994) 517-525). Our criteria are, respectively, the minimization of the asymptotic mean squared error and of the asymptotic mean integrated squared error of the estimators. (C) 2001 Elsevier Science B.V. All rights reserved.
Journal Title
Statistics & Probability Letters
Volume
51
Issue/Number
3
Publication Date
1-1-2001
Document Type
Article
Language
English
First Page
245
Last Page
251
WOS Identifier
ISSN
0167-7152
Recommended Citation
"Optimal bandwidths for kernel density estimators of functions of observations" (2001). Faculty Bibliography 2000s. 2900.
https://stars.library.ucf.edu/facultybib2000/2900