On the asymptotic properties of the Bernstein estimator of the multivariate distribution function
| Autor: | Mohamed Belalia |
|---|---|
| Rok vydání: | 2016 |
| Předmět: |
Statistics and Probability
Asymptotic analysis Mean squared error 010102 general mathematics V-statistic Estimator Asymptotic distribution Multivariate normal distribution Function (mathematics) 01 natural sciences Bernstein polynomial 010104 statistics & probability Statistics Applied mathematics 0101 mathematics Statistics Probability and Uncertainty Mathematics |
| Zdroj: | Statistics & Probability Letters. 110:249-256 |
| ISSN: | 0167-7152 |
| DOI: | 10.1016/j.spl.2015.10.004 |
| Popis: | The purpose of this paper is to study the asymptotic properties of Bernstein estimator of the multivariate distribution function, such as asymptotic bias, variance and asymptotic normality. Besides, we give the optimal choice of the polynomial order in terms of MSEs. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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