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Varying kernel density estimation on ℝ+
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Jul 2012
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Source: Stat Probab Lett. 82(7):1337-1345.
[PDF-1.12 MB]
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Alternative Title:Stat Probab Lett
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Description:In this article a new nonparametric density estimator based on the sequence of asymmetric kernels is proposed. This method is natural when estimating an unknown density function of a positive random variable. The rates of Mean Squared Error, Mean Integrated Squared Error, and the L 1-consistency are investigated. Simulation studies are conducted to compare a new estimator and its modified version with traditional kernel density construction.
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Pubmed ID:26740729
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Pubmed Central ID:PMC4699449
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Volume:82
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Issue:7
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