Consistency of the beta kernel density function estimator

被引：36
作者：
Bouezmarni, T [1 ]
Rolin, JM [1 ]
机构：
[1] Univ Catholique Louvain, Inst Stat, B-1348 Louvain, Belgium
来源：
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 2003年 / 31卷 / 01期
关键词：
asymptotic behaviour; asymptotics; beta kernel; density estimation; L-1; error; weak convergence;
D O I：
10.2307/3315905
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The authors give the exact asymptotic behaviour of the expected average absolute error of a beta kernel density estimator proposed by Chen (1999). They also prove the uniform weak consistency of this estimator for the class of continuous densities.
引用
收藏
页码：89 / 98
页数：10
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