On the non-consistency of an estimate of Chiu
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Publication:1332889
DOI10.1016/0167-7152(94)90040-XzbMath0802.62041OpenAlexW2093702363MaRDI QIDQ1332889
Publication date: 5 September 1994
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(94)90040-x
convergenceempirical characteristic functionkernel density estimatessmoothing factorbandwidth selection method
Density estimation (62G07) Order statistics; empirical distribution functions (62G30) Characteristic functions; other transforms (60E10)
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Universal smoothing factor selection in density estimation: theory and practice. (With discussion), Nonparametric inference for discretely sampled Lévy processes, Nearest neighbor forecasting using sparse data representation
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