A note on kernel density estimators with optimal bandwidths

We show that the cumulative distribution function corresponding to a kernel density estimator with optimal bandwidth lies outside any confidence interval, around the empirical distribution function, with probability tending to 1 as the sample size increases.

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Year of publication:	2001
Authors:	Hjort, Nils Lid ; Walker, Stephen G.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 54.2001, 2, p. 153-159
Publisher:	Elsevier
Subject:	Asymptotics Bandwidth Confidence interval \| Empirical distribution function

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319124