A global stopping rule for recursive density estimators |
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| Affiliation: | 1. Programa de Engenharia Química, COPPE, Universidade Federal do Rio de Janeiro, Rio de Janeiro, RJ, CEP 21941-972, Brasil;2. Departamento de Engenharia Química e de Petróleo, Universidade Federal Fluminense, Niterói, RJ, CEP 24210-240, Brasil;1. Department of Biochemistry and Molecular Biology, The University of Chicago, Chicago, IL 60637, USA;2. Institute for Biophysical Dynamics, The University of Chicago, Chicago, IL 60637, USA |
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| Abstract: | In this paper asymptotic sequential fixed-width confidence bounds for an unknown density on the real line, based on integrated squared error, are studied. Using a sequence of Wolverton-Wagner kernel estimators, two classes of stopping rules are established.By the same approach, analogous results can be provided for other types of recursive density estimators. |
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