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A note on the behaviour of a kernel-smoothed kernel density estimator

Tijdschriftbijdrage - Tijdschriftartikel

Kernel density estimators have been studied in great detail. In this note a new family of kernels, depending on a parameter c, is obtained by kernel-smoothing an initial kernel density estimator. Under certain conditions, we show that nonparametric density estimators based on such kernels outperform the initial estimator in terms of minimized asymptotic mean integrated squared error and in kernel efficiency.
Tijdschrift: STATISTICS & PROBABILITY LETTERS
ISSN: 0167-7152
Volume: 158
Trefwoorden:Asymptotic mean integrated squared error, Kernel density estimator, Kernel efficiency
Toegankelijkheid:Closed