On Efficiency Criteria in Density Estimation

author

  • Denis Bosq
Abstract:

We discuss the classical efficiency criteria in density estimation and propose some variants. The context is a general density estimation scheme that contains the cases of i.i.d. or dependent random variables, in discrete or continuous time. Unbiased estimation, optimality and asymptotic optimality are considered. An example of a density estimator that satisfies some suggested criteria is given.

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Journal title

volume 1  issue None

pages  127- 142

publication date 2002-11

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