Volume 1, Issue 1 And 2 (November 2002)                   JIRSS 2002, 1(1 And 2): 127-142 | Back to browse issues page

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Abstract:   (10089 Views)
We discuss the classical efficiency criteria in density estimation and propose some variants. The context is a general density estimation scheme that contains the cases of i.i.d. or dependent random variables, in discrete or continuous time. Unbiased estimation, optimality and asymptotic optimality are considered. An example of a density estimator that satisfies some suggested criteria is given.
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Received: 2011/08/25 | Accepted: 2015/09/12 | Published: 2002/11/15

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