Ask a Question

Prefer a chat interface with context about you and your work?

On the Relationship Between Stability of Extreme Order Statistics and Convergence of the Maximum Likelihood Kernel Density Estimate

On the Relationship Between Stability of Extreme Order Statistics and Convergence of the Maximum Likelihood Kernel Density Estimate

Let $f$ be a density on the real line and let $f_n$ be the kernel estimate of $f$ in which the smoothing factor is obtained by maximizing the cross-validated likelihood product according to the method of Duin and Habbema, Hermans and Vandenbroek. Under mild regularity conditions on the kernel and …