A note on estimating cumulative distribution functions by the use of convolution power kernels
| Autor: | Christian Palmes, Benedikt Funke |
|---|---|
| Rok vydání: | 2017 |
| Předmět: |
Statistics and Probability
Boundary effects Mean squared error Cumulative distribution function 010102 general mathematics Mathematical analysis Nonparametric statistics Convolution power 01 natural sciences 010104 statistics & probability Consistent estimator 0101 mathematics Statistics Probability and Uncertainty Random variable Mathematics |
| Zdroj: | Statistics & Probability Letters. 121:90-98 |
| ISSN: | 0167-7152 |
| Popis: | Our paper investigates the nonparametric estimation of cumulative distribution functions of nonnegative valued random variables using convolution power kernels. Our proposed consistent estimator avoids boundary effects near the origin. We present its asymptotic properties and give a short simulation study. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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