Asymptotics for the transformation kernel density estimator

DOI10.1214/aos/1176324705zbMath0839.62043OpenAlexW1968597247MaRDI QIDQ1906208

Ola G. Hössjer, David Ruppert

Publication date: 23 June 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176324705

zbMATH Keywords

asymptotic expansionbias reductionhigher order kernelstransformation kernel density estimatorvariable bandwidthssmoothed empirical distributiontransformation to uniform distribution

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (8)

Asymptotic bias and variance for a general class of varying bandwidth density estimators ⋮ Kernel density estimation of actuarial loss functions ⋮ On the effect of estimating the error density in nonparametric deconvolution ⋮ From basic to reduced bias kernel density estimators: links via taylor series approximations ⋮ Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model ⋮ Probit transformation for kernel density estimation on the unit interval ⋮ Using small bias nonparametric density estimators for confidence interval estimation ⋮ Taylor series approximations of transformation kernel density estimators

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