All Questions
3
questions
3
votes
1
answer
100
views
Usefulness of MISE
I'm currently in a class on nonparametric smoothing, and, while talking about density estimation in general, the professor introduced the notion of MISE (mean integrated square error):
$\text{MISE}\...
- 229
2
votes
2
answers
159
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Dvoretzky-Kiefer-Wolfowitz Vs. KDE fractional convergence
The DKW bound says, roughly and under very general assumptions, that the empirical CDF of $n$ iid samples of a random variable $X$ converges to the exact CDF of $X$ exponentially with the number of ...
- 223
1
vote
0
answers
190
views
Optimal bandwidth selection in conditional density estimation
Consider the situation that we are estimating a $d$-dimensional density (with suitable regularity conditions) using kernel density estimation,
[Method1,conditional density estimation] We can proceed ...
- 2,480