Abstract #301557

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JSM 2003 Abstract #301557
Activity Number: 245
Type: Contributed
Date/Time: Tuesday, August 5, 2003 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #301557
Title: Bandwidth Selection for Kernel Density Estimation of Functions of Observations Using Hellinger Distance
Author(s): Abdel-Razzaq A. Mugdadi*+
Companies: Southern Illinois University
Address: Dept. of Math, Carbondale, IL, 62901,
Keywords: Hellinger distance ; density estimation ; function of random variables ; bandwidth
Abstract:

We study the relationship between the mean integrated square error $MISE$ and the mean Hellinger distance $MHD$ for the estimators of functions of observations $\hat{h}(t)$ proposed in Frees (1994). Using the $MHD$, we propose a data-based method to select the bandwidth for $\hat{h}(t).$

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