Mean integrated squared error (scaled by 104) estimated as the average over 100 realisations for the test cases in Table 3.
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For test cases 14 and 15, the semiparametric estimators allow for logarithmic boundary terms at any boundary point. The best method is indicated in bold. For test cases 9 and 10, the diffusion estimators are unstable; for test cases 4, 8 and 11, they give reasonable density estimates in most realisations but are unstable in some realisations. See S3 Appendix for further explanation.
创建时间：
2021-11-09
