Fourier methods for smooth distribution function estimation

@article{Chacn2013FourierMF,
  title={Fourier methods for smooth distribution function estimation},
  author={J. Chac{\'o}n and P. Monfort and Carlos Tenreiro},
  journal={Statistics & Probability Letters},
  year={2013},
  volume={84},
  pages={223-230}
}
  • J. Chacón, P. Monfort, Carlos Tenreiro
  • Published 2013
  • Mathematics
  • Statistics & Probability Letters
  • The limit behavior of the optimal bandwidth sequence for the kernel distribution function estimator is analyzed, in its greatest generality, by using Fourier transform methods. We show a class of distributions for which the kernel estimator achieves a first-order improvement in efficiency over the empirical estimator. 

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