Mnatsakanov, Robert; Sarkisian, Khachatur - In: Statistics & Probability Letters 82 (2012) 7, pp. 1337-1345
In this article a new nonparametric density estimator based on the sequence of asymmetric kernels is proposed. This method is natural when estimating an unknown density function of a positive random variable. The rates of Mean Squared Error, Mean Integrated Squared Error, and the L1-consistency...