On the non-consistency of the L2-cross-validated kernel density estimate

Luc Devroye

Statistics & Probability Letters, 1989, vol. 8, issue 5, 425-433

Abstract: Let fn be the L2 cross-validated kernel estimate of a univariate density f. We show that when K is a symmetric bounded unimodal density, f is a monotone density on [0, [infinity]) and x3/4f(x) --> [infinity] as x[downwards arrow]0.

Keywords: density; estimation; consistency; cross-validated; choice; data-based; smoothing; kernel; estimate (search for similar items in EconPapers)
Date: 1989
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