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).
"The Weighted Hellinger Distance for Kernel Distribution Estimator of Function of Observations,"
Journal of Modern Applied Statistical Methods: Vol. 11
, Article 24.
Available at: http://digitalcommons.wayne.edu/jmasm/vol11/iss1/24