A Mini Review of Dimensional Effects on Asymptotic Mean Integrated Squared Error and Efficiencies of Selected Beta Kernels
Keywords:
AMISE, Bandwidth, Efficiency, Kernels, Polynomial.Abstract
The asymptotic mean integrated squared error (AMISE) is one of the popular performance measures in density estimation. The popularity of the AMISE in kernel estimation is because of its consideration of dimensions while other performance measures are dimensionless. This error criterion comprises of two components whose contributions are determine by the bandwidth. This paper briefly discusses the effects of dimension on the performances and efficiencies of some kernel functions of the beta polynomial family using the asymptotic mean integrated squared error. The results of the study show that as the power of the kernel function increases, the AMISE increases and with decrease in the efficiency as the power and dimensions increases. Also an increase in dimensions resulted in increase in AMISE but decreases with increase in sample sizes.
Key words and phrases. AMISE, Bandwidth, Efficiency, Kernels, Polynomial.
2010 Mathematics Subject Classification. 62G05, 62G08, 62G20