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exact mean integrated squared error Clarendon, Texas

Buy article ($19.00) Subscribe to JSTOR Get access to 2,000+ journals. Volume 20, Number 2 (1992), 712-736.DatesFirst available in Project Euclid: 12 April 2007Permanent link to this documenthttp://projecteuclid.org/euclid.aos/1176348653Digital Object Identifierdoi:10.1214/aos/1176348653Mathematical Reviews number (MathSciNet) MR1165589Zentralblatt MATH identifier0746.62040JSTOR links.jstor.org Subjects Primary: 62G05: Estimation Secondary: WandSearch this author in:Google ScholarProject Euclid Full-text: Open access PDF File (1974 KB) AbstractArticle info and citationFirst pageAbstractAn exact and easily computable expression for the mean integrated squared error (MISE) for Access supplemental materials and multimedia.

Among these is the discovery that the usual asymptotic approximations to the MISE can be quite inaccurate, especially when the underlying density contains substantial fine structure and also strong evidence that Statist. Copyright 2005 Cambridge University Press Corresponding author Address correspondence to Bruce E. Learn more about a JSTOR subscription Have access through a MyJSTOR account?

S., The Annals of Statistics, 1988On Global Properties of Variable Bandwidth Density EstimatorsHall, Peter, The Annals of Statistics, 1992Posterior convergence rates of Dirichlet mixtures at smooth densitiesGhosal, Subhashis and van der Your cache administrator is webmaster. Login to your MyJSTOR account × Close Overlay Personal Access Options Read on our site for free Pick three articles and read them for free. Wand More by J.

doi:10.1007/s001800000026 1.2k Views SummaryNew expressions are obtained for the mean and mean squared error of the smoothed bootstrap mean integrated squared error estimator in Gaussian kernel estimation of normal mixture densities. Please enter a valid email address Email already added Optional message Cancel Send × Export citation Request permission Loading citation... The results will be useful to anyone analysing the finite sample performance of kernel estimators. TraperoRead full-textData provided are for informational purposes only.

The family of normal mixture densities is very flexible and the formulae derived allow simple exact analysis for a wide variety of density shapes. S. This provides a powerful new way of understanding density estimation which complements the usual tools of simulation and asymptotic analysis. The Annals of Statistics Vol. 20, No. 2, Jun., 1992 Exact Mean Integrate...

Comparisons are made with the empirical distribution function and the infeasible minimum MISE kernel (Abdous, 1993). Recommend this journal Email your librarian or administrator to recommend adding this journal to your organisation's collection. Ann. The family of normal mixture densities is very flexible and the formulae derived allow simple exact analysis for a wide variety of density shapes.

Balaguera-ReinaMiryam Venegas-AnayaAndrés Sánchez+2 more authors ...Llewellyn D. MarronSearch this author in:Google ScholarProject Euclid More by M. The system returned: (22) Invalid argument The remote host or network may be down. Scopus Citations View all citations for this article on Scopus × Econometric Theory, Volume 21, Issue 6 December 2005, pp. 1031-1057 EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS

This provides a powerful new way of understanding density estimation which complements the usual tools of simulation and asymptotic analysis. Exact Mean Integrated Squared Error J. A number of applications of this method giving important new insights into kernel density estimation are presented. These are ideal in that they were designed to depict a large variety of possible density structures we might encounter in empirical analysis and thus are quite dissimilar. "[Show abstract] [Hide

Of greater importance is the choice of kernel order, as we find that kernel order can have a major impact on finite-sample MISE, even in small samples, but the optimal kernel Numerical experiments confirm the viability of the approach which extends to the closely related class of MS state space models. P. The resulting expressions and easily computable and describe the exact behavior of the estimator, thus complementing known asymptotic results for it.

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An example of a time-dependent discrete scale mixture of two normals is provided in Example 2 of Section 3. and Zinde-Walsh, Victoria 2010. Complete: Journals that are no longer published or that have been combined with another title. ISSN: 00905364 Subjects: Science & Mathematics, Statistics × Close Overlay Article Tools Cite this Item Register or login Buy a PDF of this article Buy a downloadable copy of this article and own it forever.

Marron and M. We thus intend to also publish papers relating to the role of statistics in interdisciplinary investigations in all fields of natural, technical and social science. Generated Sat, 15 Oct 2016 09:04:55 GMT by s_ac15 (squid/3.5.20) Register Getour app DictionaryThesaurusMedicalDictionaryLegalDictionaryFinancialDictionaryAcronymsIdiomsEncyclopediaWikipediaEncyclopedia Tools A A A A Language: EnglishEspañolDeutschFrançaisItalianoالعربية中文简体PolskiPortuguêsNederlandsNorskΕλληνικήРусскийTürkçeאנגלית Mobile Apps: apple android For surfers: Free toolbar & extensions Word of the Day Help For webmasters: Free content Linking

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Exact Mean Integrated Squared Error. Part of Springer Nature. You have partial access to this content. You have partial access to this content.

Substantive fields are essential for continued vitality of statistics since they provide the motivation and direction for most of the future developments in statistics. Register/Login Proceed to Cart × Close Overlay Subscribe to JPASS Monthly Plan Access everything in the JPASS collection Read the full-text of every article Download up to 10 article PDFs to Your cache administrator is webmaster. Statist. 20 (1992), no. 2, 712--736.