Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data

Denis Bosq

Statistics & Probability Letters, 1995, vol. 22, issue 4, 339-347

Abstract: Under mild mixing conditions, we show that the kernel density estimator has exactly the same asymptotic quadratic error as in the i.i.d. case. Curiously, that result remains almost valid if the data are chaotic.

Keywords: Density; estimation; Optimality; Mixing; Chaos (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (5)

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