The Annals of Mathematical Statistics
- Ann. Math. Statist.
- Volume 27, Number 3 (1956), 832-837.
Remarks on Some Nonparametric Estimates of a Density Function
Abstract
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.
Article information
Source
Ann. Math. Statist. Volume 27, Number 3 (1956), 832-837.
Dates
First available in Project Euclid: 28 April 2007
Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177728190
Digital Object Identifier
doi:10.1214/aoms/1177728190
Mathematical Reviews number (MathSciNet)
MR79873
Zentralblatt MATH identifier
0073.14602
JSTOR
links.jstor.org
Citation
Rosenblatt, Murray. Remarks on Some Nonparametric Estimates of a Density Function. Ann. Math. Statist. 27 (1956), no. 3, 832--837. doi:10.1214/aoms/1177728190. https://projecteuclid.org/euclid.aoms/1177728190.
