On Trigonometric Series Estimates of Densities

Peter Hall

doi:10.1214/aos/1176345474

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Home > Journals > Ann. Statist. > Volume 9 > Issue 3 > Article

May, 1981 On Trigonometric Series Estimates of Densities

Peter Hall

Ann. Statist. 9(3): 683-685 (May, 1981). DOI: 10.1214/aos/1176345474

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Abstract

It is pointed out that several results due to Walter and Blum do not hold strictly as they are stated. We find expansions for the mean square errors and mean integrated square errors of trigonometric series estimates of densities, and use them to compare the efficiencies of the estimates.