A note on the behaviour of a kernel-smoothed kernel density estimator

Kernel density estimators have been studied in great detail. In this note a new family of kernels, depending on a parameter c, is obtained by kernel-smoothing an initial kernel density estimator. Under certain conditions, we show that nonparametric density estimators based on such kernels outperform the initial estimator in terms of minimized asymptotic mean integrated squared error and in kernel efficiency.

Publication year:2020

Keywords:Asymptotic mean integrated squared error, Kernel density estimator, Kernel efficiency

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BOF-publication weight:0.1

CSS-citation score:1

Authors:International

Authors from:Higher Education

Accessibility:Closed