The Annals of Mathematical Statistics
Remarks on Some Nonparametric Estimates of a Density Function
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This note discusses some aspects of the estimation of the density function of a univariate probability distribution. All estimates of the density function satisfying relatively mild conditions are shown to be biased. The asymptotic mean square error of a particular class of estimates is evaluated.
DOI: 10.1214/aoms/1177728190 · Publisher: Institute of Mathematical Statistics