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Multivariate density estimation with general flat-top kernels of infinite order. (English) Zbl 0954.62042

The paper addresses the problem of nonparametric estimation of multivariate density functions. In particular, a general class of estimators with favourable asymptotic performance (bias, variance, and rate of convergence) is proposed by the authors. These proposed estimators are characterised by the flatness near the origin of the Fourier transform of the kernel and are actually shown to be exactly \(\sqrt N\)-consistent provided the density is sufficiently smooth.
Reviewer: Ch.Diakaki

MSC:

62G07 Density estimation
62H12 Estimation in multivariate analysis
62G20 Asymptotic properties of nonparametric inference

Software:

KernSmooth
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Full Text: DOI

References:

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