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Integrated squared error of kernel-type estimator of distribution function

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  • Shingo Shirahata
  • In-Sun Chu

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Suggested Citation

  • Shingo Shirahata & In-Sun Chu, 1992. "Integrated squared error of kernel-type estimator of distribution function," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 44(3), pages 579-591, September.
    • Handle: RePEc:spr:aistmt:v:44:y:1992:i:3:p:579-591
    DOI: 10.1007/BF00050707
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    References listed on IDEAS

    as
    1. Jones, M. C., 1990. "The performance of kernel density functions in kernel distribution function estimation," Statistics & Probability Letters, Elsevier, vol. 9(2), pages 129-132, February.
    2. Hall, Peter, 1984. "Central limit theorem for integrated square error of multivariate nonparametric density estimators," Journal of Multivariate Analysis, Elsevier, vol. 14(1), pages 1-16, February.
    3. Mammitzsch V., 1984. "On The Asymptotically Optimal Solution Within A Certain Class Of Kernel Type Estimators," Statistics & Risk Modeling, De Gruyter, vol. 2(3-4), pages 247-256, April.
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    Cited by:

    1. Bolancé, Catalina & Bahraoui, Zuhair & Artís, Manuel, 2014. "Quantifying the risk using copulae with nonparametric marginals," Insurance: Mathematics and Economics, Elsevier, vol. 58(C), pages 46-56.

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