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Optimal kernels

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  • Mammitzsch Volker

Abstract

Kernel functions K(x) are widely used for smoothing purposes in statistics, for instance see Silverman [22] or Wand and Jones [24] and also Schimek [21]. Usually, they have compact support and are of order (v,k), which means that the j-th moment Mj is zero for j

Suggested Citation

  • Mammitzsch Volker, 2007. "Optimal kernels," Statistics & Risk Modeling, De Gruyter, vol. 25(2), pages 153-172, April.
    • Handle: RePEc:bpj:strimo:v:25:y:2007:i:2/2007:p:20:n:2
    DOI: 10.1524/stnd.2007.25.2.153
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    References listed on IDEAS

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    1. M. Falk, 1983. "Relative efficiency and deficiency of kernel type estimators of smooth distribution functions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 37(2), pages 73-83, June.
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