Integrated squared error of kernel-type estimator of distribution function

@article{Shirahata1992IntegratedSE,
  title={Integrated squared error of kernel-type estimator of distribution function},
  author={Shingo Shirahata and In-Sun Chu},
  journal={Annals of the Institute of Statistical Mathematics},
  year={1992},
  volume={44},
  pages={579-591}
}
Let X1,...,Xn be a random sample drawn from distribution function F(x) with density function f(x) and suppose we want to estimate X(x). It is already shown that kernel estimator of F(x) is better than usual empirical distribution function in the sense of mean integrated squared error. In this paper we derive integrated squared error of kernel estimator and compare the error with that of the empirical distribution function. It is shown that the superiority of kernel estimators is not necessarily… CONTINUE READING
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