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.

引用

页码：153 / 159

页数：7

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