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Consistency of the local kernel density estimator

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  • Givens, Geof H.

Abstract

The consistency of the local kernel density estimator is proved. This nonparametric estimator is distinguished by its use of scaling matrices which are random and which may vary for each sample point. Its applications include adaptive construction of importance sampling functions.

Suggested Citation

  • Givens, Geof H., 1995. "Consistency of the local kernel density estimator," Statistics & Probability Letters, Elsevier, vol. 25(1), pages 55-61, October.
    • Handle: RePEc:eee:stapro:v:25:y:1995:i:1:p:55-61
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    References listed on IDEAS

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    1. Abdous B. & Theodorescu R., 1989. "On The Strong Consistency Of A New Kernel Probability Density Estimator," Statistics & Risk Modeling, De Gruyter, vol. 7(4), pages 313-332, April.
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