Biometrika · 1979 · 46 citations · 8 references
Natural SciencesMathematicsEconometricsPopulation StudiesStatisticsDensity EstimationError EstimationEstimation TheoryInferential StatisticsStatistical AnalysisStatistical InferenceAsymptotic AnalysisAsymptotic NormalityAsymptotic PropertiesDensity Derivative EstimationEstimation EquationsEstimation ErrorMean Squared ErrorMean Squared Error Estimation
The behaviour of the mean squared errors of estimators of a density and its derivatives proposed by Singh (1977a) is examined. Asymptotic values of mean squared errors at some points, for the normal population model in particular, are compared with different choices of estimators leading to estimators giving minimum asymptotic mean squared errors.
8