| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152793 | Statistics & Probability Letters | 2014 | 8 Pages |
Abstract
The limit behavior of the optimal bandwidth sequence for the kernel distribution function estimator is analyzed, in its greatest generality, by using Fourier transform methods. We show a class of distributions for which the kernel estimator achieves a first-order improvement in efficiency over the empirical estimator.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
José E. Chacón, Pablo Monfort, Carlos Tenreiro,