Effect of dependence on stochastic measures of accuracy of density estimations
In kernel density estimation, those data values that make a nondegenerate contribution to the estimator (computed at a given point) tend to be spaced well apart. This property has the effect of suppressing many of the conventional consequences of long-range dependence, for example, slower rates of convergence, which might otherwise be revealed by a traditional loss-or risk-based assessment of performance. From that viewpoint, dependence has to be very long-range indeed before a density...[Show more]
|Collections||ANU Research Publications|
|Source:||The Annals of Statistics|
|01_Hall_Effect_of_Dependence_2002.pdf||209.54 kB||Adobe PDF|
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