Upper Bounds for the I-MSE and max-MSE of Kernel Density Estimators
Fuente:
arXiv
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866910031479308288 |
|---|---|
| author | Hjort, Nils Lid Ushakov, Nikolai G. |
| author_facet | Hjort, Nils Lid Ushakov, Nikolai G. |
| contents | The performance of kernel density estimators is usually studied via Taylor expansions and asymptotic approximation arguments, in which the bandwidth parameter tends to zero with increasing sample size. In contrast, this paper focusses directly on the finite-sample situation. Informative upper bounds are derived both for the integrated and the maximal mean squared error function. Results are reached for the traditional case, where the kernel is a probability density function, under various sets of assumptions on the underlying density to be estimated. Results are also derived for the important non-conventional case of the sinc kernel, which is not integrable and also takes negative values. We pin-point ways in which the sinc-based estimator performs better than the conventional kernel estimators. When proving our results we rely on methods related to characteristic and empirical characteristic functions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_20815 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Upper Bounds for the I-MSE and max-MSE of Kernel Density Estimators Hjort, Nils Lid Ushakov, Nikolai G. Statistics Theory The performance of kernel density estimators is usually studied via Taylor expansions and asymptotic approximation arguments, in which the bandwidth parameter tends to zero with increasing sample size. In contrast, this paper focusses directly on the finite-sample situation. Informative upper bounds are derived both for the integrated and the maximal mean squared error function. Results are reached for the traditional case, where the kernel is a probability density function, under various sets of assumptions on the underlying density to be estimated. Results are also derived for the important non-conventional case of the sinc kernel, which is not integrable and also takes negative values. We pin-point ways in which the sinc-based estimator performs better than the conventional kernel estimators. When proving our results we rely on methods related to characteristic and empirical characteristic functions. |
| title | Upper Bounds for the I-MSE and max-MSE of Kernel Density Estimators |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2602.20815 |