Chain rule density estimates

In this paper, we propose a new family of density estimates closely related to the nearest neighbor estimates introduced by Loftsgaarden and Quesenberry. An optimal estimator, wit respect to the asymptotic mean square error, is obtained for a given distribution.

MoreLess

Year of publication:	1990
Authors:	Boente, Graciela ; Fraiman, Ricardo
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 34.1990, 1, p. 54-60
Publisher:	Elsevier
Keywords:	nonparametric density estimators nearest neighbor method mixing processes

More details

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

Persistent link: https://www.econbiz.de/10005153144