Title

Optimal Bandwidths For Kernel Density Estimators Of Functions Of Observations

Keywords

Density estimation; Functions of random variables; Integrated mean square error; Kernel methods; Optimal bandwidths

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. © 2001 Elsevier Science B.V.

Publication Date

2-1-2001

Publication Title

Statistics and Probability Letters

Volume

51

Issue

3

Number of Pages

245-251

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.1016/S0167-7152(00)00136-X

Socpus ID

0041364632 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/0041364632

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