Consistency of the local kernel density estimator

Geof H. Givens

Statistics & Probability Letters, 1995, vol. 25, issue 1, 55-61

Abstract: The consistency of the local kernel density estimator is proved. This nonparametric estimator is distinguished by its use of scaling matrices which are random and which may vary for each sample point. Its applications include adaptive construction of importance sampling functions.

Keywords: Kernel; density; estimate; Nonparametric; Consistency (search for similar items in EconPapers)
Date: 1995
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