The squared error of the estimate of a multidimensional normal density function by the sample data
Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 1, pp. 151-155
Cet article a éte moissonné depuis la source Math-Net.Ru
It has been proved in [2] that the distributions of the variables $$ n\int_{R^k}[p(x)-p^*_n(x)]^2\,dx $$ converge as $n\to\infty$ to the distribution of the sum of two independent quadratic forms. In the paper the distributions of these quadratic forms are obtained.
@article{TVP_1969_14_1_a17,
author = {G. M. Maniya},
title = {The squared error of the estimate of a~multidimensional normal density function by the sample data},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {151--155},
year = {1969},
volume = {14},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a17/}
}
TY - JOUR AU - G. M. Maniya TI - The squared error of the estimate of a multidimensional normal density function by the sample data JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1969 SP - 151 EP - 155 VL - 14 IS - 1 UR - http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a17/ LA - ru ID - TVP_1969_14_1_a17 ER -
G. M. Maniya. The squared error of the estimate of a multidimensional normal density function by the sample data. Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 1, pp. 151-155. http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a17/