Chacón, José E.; Monfort, Pablo; Tenreiro, Carlos - In: Statistics & Probability Letters 84 (2014) C, pp. 223-230
The limit behavior of the optimal bandwidth sequence for the kernel distribution function estimator is analyzed, in its greatest generality, by using Fourier transform methods. We show a class of distributions for which the kernel estimator achieves a first-order improvement in efficiency over...