A note on kernel density estimators with optimal bandwidths

被引：6
|
作者：
Hjort, NL [1 ]
Walker, SG [1 ]
机构：
[1] Univ Bath, Dept Math Sci, Bath BA2 7AY, Avon, England
来源：
STATISTICS & PROBABILITY LETTERS | 2001年 / 54卷 / 02期
关键词：
asymptotics; bandwidth; confidence interval; empirical distribution function;
D O I：
10.1016/S0167-7152(01)00027-X
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We show that the cumulative distribution function corresponding to a kernel density estimator with optimal bandwidth lies outside any confidence interval, around the empirical distribution function, with probability tending to 1 as the sample size increases. (C) 2001 Elsevier Science B.V. All rights reserved.
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页码：153 / 159
页数：7
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