Generalised kernel density estimator
Article
Novak, S. 1999. Generalised kernel density estimator. Theory of Probability and Its Applications. 44 (3), pp. 570-583. https://doi.org/10.1137/S0040585X97977781
Type | Article |
---|---|
Title | Generalised kernel density estimator |
Authors | Novak, S. |
Abstract | We introduce a new class of nonparametric density estimators. It includes the classical kernel density estimator as well as the popular Abramson's estimator. We show that generalized estimators may perform much better than the classical one if the distribution has a heavy tail. The asymptotics of the mean squared error (MSE), optimal (in a sense) kernel, and smoothing parameter are found. |
Journal | Theory of Probability and Its Applications |
ISSN | 0040-585X |
Publication dates | |
18 Mar 1999 | |
Publication process dates | |
Deposited | 12 Sep 2016 |
Accepted | 21 Sep 1999 |
Output status | Published |
Copyright Statement | Copyright © 2000 Society for Industrial and Applied Mathematics |
Digital Object Identifier (DOI) | https://doi.org/10.1137/S0040585X97977781 |
Language | English |
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