Consistency of the local kernel density estimator

The consistency of the local kernel density estimator is proved. This nonparametric estimator is distinguished by its use of scaling matrices which are random and which may vary for each sample point. Its applications include adaptive construction of importance sampling functions.

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Year of publication:	1995
Authors:	Givens, Geof H.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 25.1995, 1, p. 55-61
Publisher:	Elsevier
Subject:	Kernel density estimate Nonparametric Consistency

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

Persistent link: https://www.econbiz.de/10005211890