Estimating Smoothness and Optimal Bandwidth for Probability Density Functions

Estimating Smoothness and Optimal Bandwidth for Probability Density Functions

The properties of non-parametric kernel estimators for probability density function from two special classes are investigated. Each class is parametrized with distribution smoothness parameter. One of the classes was introduced by Rosenblatt, another one is introduced in this paper. For the case of...

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Bibliographic Details
Main Authors: Dimitris N. Politis, Peter F. Tarassenko, Vyacheslav A. Vasiliev
Format: Article
Language:English
Published: MDPI AG 2022-12-01
Series:Stats
Subjects:
non-parametric kernel density estimators
adaptive density estimators
mean square and almost surely convergence
rate of convergence
smoothness class
Online Access:https://www.mdpi.com/2571-905X/6/1/3

Internet

https://www.mdpi.com/2571-905X/6/1/3

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