Abstract
The rate at which the mean square error decreases as sample size increases is evaluated for general $L^1$ kernel estimates and for the Fourier integral estimate for a probability density function. The estimates are then compared on the basis of these rates.
Citation
Kathryn Bullock Davis. "Mean Square Error Properties of Density Estimates." Ann. Statist. 3 (4) 1025 - 1030, July, 1975. https://doi.org/10.1214/aos/1176343207
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