A note on kernel density estimators with optimal bandwidths

Fuente: arXiv
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Auteurs principaux: Hjort, Nils Lid, Walker, Stephen G.
Format: Preprint
Publié: 2026
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author Hjort, Nils Lid
Walker, Stephen G.
author_facet Hjort, Nils Lid
Walker, Stephen G.
contents We show that the cumulative distribution function corresponding to a kernel density estimator with optimal bandwidth lies outside any confidence interval, around the empirical distribution function, with probability tending to 1 as the sample size increases.
format Preprint
id arxiv_https___arxiv_org_abs_2604_14181
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle A note on kernel density estimators with optimal bandwidths
Hjort, Nils Lid
Walker, Stephen G.
Statistics Theory
We show that the cumulative distribution function corresponding to a kernel density estimator with optimal bandwidth lies outside any confidence interval, around the empirical distribution function, with probability tending to 1 as the sample size increases.
title A note on kernel density estimators with optimal bandwidths
topic Statistics Theory
url https://arxiv.org/abs/2604.14181