On kernel estimation of a multivariate distribution function

DOI10.1016/S0167-7152(98)00138-2zbMath0909.62032OpenAlexW2037152005MaRDI QIDQ1273004

Zhezhen Jin, Yongzhao Shao

Publication date: 8 April 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00138-2

zbMATH Keywords

mean squared errorkernel estimatoroptimal bandwidth

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing ⋮ Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves ⋮ Tail density estimation for exploratory data analysis using kernel methods ⋮ Empirical likelihood for estimating equations with missing values ⋮ The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator ⋮ Local Smoothing for Kernel Distribution Function Estimation

Cites Work

• Partial differential equations. 4th ed
• Some extensions of the asymptotics of a kernel estimator of a distribution function
• Remarks on Some Nonparametric Estimates of a Density Function
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