Convergence Rates for the Mean Integrated Squared Errors of Some Nonparametric Density Estimators of Recursive delta-Function Type.
Abstract
For estimation of a probability density function f by an empirical function f sub n based on a sample of size n from f, a widely used measure of goodness is the mean integrated squared error. For the well known delta-function type of f sub n, we show that the asymptotic behavior of this measure is essentially unchanged if f sub n is replaced by a recursive version. Also, we characterize this asymptotic behavior under somewhat milder smoothness restrictions on f than previously considered in the literature, at the expense however of adding tail restrictions on f.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1979
- Accession Number
- ADA072133
Entities
People
- E. P. Cheng
- Robert Serfling
Organizations
- Florida State University