L1-rate of convergence of smoothed histogram

We consider the smoothed histograms by gamma densities for an i.i.d. sample defined on the positive real line. Under sufficient conditions on the bandwidth and the density function, we obtain the asymptotic behavior, the lower and upper bound of the expected average absolute error of this estimator. The results of a simulation demonstrate the excellent performance of the gamma histogram.

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Year of publication:	2007
Authors:	Bouezmarni, T. ; Mesfioui, M. ; Rolin, J.M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 14, p. 1497-1504
Publisher:	Elsevier
Keywords:	Asymptotic properties Smoothed histograms Nonparametric density estimation L1-error

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254176