Chain rule density estimates

Graciela Boente and Ricardo Fraiman

Journal of Multivariate Analysis, 1990, vol. 34, issue 1, 54-60

Abstract: In this paper, we propose a new family of density estimates closely related to the nearest neighbor estimates introduced by Loftsgaarden and Quesenberry. An optimal estimator, wit respect to the asymptotic mean square error, is obtained for a given distribution.

Keywords: nonparametric; density; estimators; nearest; neighbor; method; mixing; processes (search for similar items in EconPapers)
Date: 1990
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