Root-n Convergent Transformation-Kernel Density Estimation (1995)
by
Lijian Yang
| Citations: | 1 - 1 self |
BibTeX
@MISC{Yang95root-nconvergent,
author = {Lijian Yang},
title = {Root-n Convergent Transformation-Kernel Density Estimation },
year = {1995}
}
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Abstract
Transformation from a parametrized family can be combined with kernel density estimation for improved effectiveness. Pilot estimators had been proposed for the parameter that gives the optimal transformation, yet their rates of convergence had not been resolved. In this paper, the rates of convergence are given. An improved estimator is also proposed which achieves the desirable root-n rate of convergence.
