For the purpose of comparing different nonparametric density estimators, Wegman (J. Statist. Comput. Simulation 1 225-245) introduced an empirical error criterion. In a recent paper by Hall (Stochastic Process. Appl. 13 11-25) it is shown that this empirical error criterion converges to the mean...

This paper deals with a quite general nonparametric statistical curve estimation setting. Special cases include estimation or probability density functions, regression functions, and hazard functions. The class of "fractional delta sequence estimators" is defined and treated here. This class...

A model is developed for multivariate distributions which have nearly the same marginals, up to shift and scale. This model, based on "interpolation" of characteristic functions, gives a new notion of "correlation". It allows straightforward nonparametric estimation of the common marginal...