Abstract
The rate at which the mean integrated square error decreases as sample size increases is evaluated for general $L^1$ kernel estimates and for the Fourier integral estimate for a probability density. The rates are compared to that of the minimum M.I.S.E.; the Fourier integral estimate is found to be asymptotically optimal.
Citation
Kathryn Bullock Davis. "Mean Integrated Square Error Properties of Density Estimates." Ann. Statist. 5 (3) 530 - 535, May, 1977. https://doi.org/10.1214/aos/1176343850
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