The Weighted Hellinger Distance for Kernel Distribution Estimator of Function of Observations
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May 1, 2012
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Abdel-Razzaq Mugdadi
Jordan University of Science and Technology, Irbid, Jordan
Abstract
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).
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