Varying kernel density estimation on R+

Robert Mnatsakanov and Khachatur Sarkisian

Statistics & Probability Letters, 2012, vol. 82, issue 7, 1337-1345

Abstract: In this article a new nonparametric density estimator based on the sequence of asymmetric kernels is proposed. This method is natural when estimating an unknown density function of a positive random variable. The rates of Mean Squared Error, Mean Integrated Squared Error, and the L1-consistency are investigated. Simulation studies are conducted to compare a new estimator and its modified version with traditional kernel density construction.

Keywords: Varying kernel density estimator; Mean Squared Error; Mean Integrated Squared Error; δ-sequence; L1-consistency (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (10)

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DOI: 10.1016/j.spl.2012.03.033

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