Interpolating Spline Methods for Density Estimation I. Equi-Spaced Knots.
WISCONSIN UNIV MADISON DEPT OF STATISTICS
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Statistical properties of the histospline density estimate of Boneva-Kendall-Stefanov-Schoenberg are found. This density estimate is the derivative of a cubic spline of interpolation to the sample cumulative distribution at equally spaced points. The spacing of these points is chosen in an optimal manner. The boundary values of the spline are estimated from the data. It is shown that the mean square convergence rate of this density estimate at a point achieves the best obtainable rate. Author
- Statistics and Probability