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The Weighted Hellinger Distance For Kernel Distribution Estimator Of Function Of Observations, Abdel-Razzaq Mugdadi
The Weighted Hellinger Distance For Kernel Distribution Estimator Of Function Of Observations, Abdel-Razzaq Mugdadi
Journal of Modern Applied Statistical Methods
The asymptotic mean weighted Hellinger distance (AMWHD) is derived for the kernel distribution estimator of a function of observations. In addition, the AMWHD is compared with the asymptotic mean integrated square error (AMISE) of the estimator. A completely data based method is proposed to select the bandwidth in the estimator using the mean weighted Hellinger distance (MWHD).