A note on kernel density estimation at a parametric rate
Statistics Theory
2011-11-22 v1 Statistics Theory
Abstract
In the context of kernel density estimation, we give a characterization of the kernels for which the parametric mean integrated squared error rate may be obtained, where is the sample size. Also, for the cases where this rate is attainable, we give an asymptotic bandwidth choice that makes the kernel estimator consistent in mean integrated squared error at that rate and a numerical example showing the superior performance of the superkernel estimator when the bandwidth is properly chosen.
Cite
@article{arxiv.1111.4542,
title = {A note on kernel density estimation at a parametric rate},
author = {J. E. Chacón and J. Montanero and A. G. Nogales},
journal= {arXiv preprint arXiv:1111.4542},
year = {2011}
}