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Remarks on Some Nonparametric Estimates of a Density Function

1956/09/01 by Murray Rosenblatt · 161 citations
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Statistical Methods and Inference #Advanced Statistical Methods and Models

paper · pdf · doi:10.1214/aoms/1177728190

Abstract

This note discusses some aspects of the estimation of the density function of a univariate probability distribution. All estimates of the density function satisfying relatively mild conditions are shown to be biased. The asymptotic mean square error of a particular class of estimates is evaluated.

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