Note on the minimum mean integrated squared error of kernel estimates of a distribution function and its derivatives |
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| Authors: | B. Abdous |
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| Affiliation: | Département de mathématiques et d’informatique , Université du Québec à Trois-Rivières , Trois-Rivieres, Quebec, G9A 5H7, Canada |
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| Abstract: | An exact expiession for the minimum integrated squared error associated with the kernel distribution function and its derivatives is given. Furthermore, the virtual optimality of the Fourier integral estimate in density estimation, shown by Davis (1977), is extended to estimation of a distibution function and its derivatives. |
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| Keywords: | kernel estimates mean integrated squared error Fourier transform Parseval’s formula |
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