On the expansion of the mean integrated squared error of a kernel density estimator
| Authors |
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| Publication date |
2001
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| Journal |
Statistics & Probability Letters
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| Volume | Issue number |
52 | 4
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| Pages (from-to) |
441-450
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| Organisations |
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Faculty of Science (FNWI) - Korteweg-de Vries Institute for Mathematics (KdVI)
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| Abstract |
We give a new proof of the mean integrated squared error expansion for non smooth densities of Van Eeden. The proof exploits the Fourier representation of the mean integrated squared error.
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| Document type |
Article
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| Language |
English
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| Published at |
https://doi.org/10.1016/S0167-7152(01)00032-3
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