The double kernel method in density estimation

zbMath0701.62044MaRDI QIDQ914283

Luc P. Devroye

Publication date: 1989

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1989__25_4_533_0

zbMATH Keywords

strong convergenceFourier transformskernel estimatorscharacteristic functionsdensity estimationasymptotically optimal proceduresautomatic choice of smoothing factor L1- consistencydata-driven bandwidth choicesParzen-Rosenblatt kernel estimate

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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