Identifying the closest symmetric distribution or density function (Q1099525)

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Identifying the closest symmetric distribution or density function
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    Identifying the closest symmetric distribution or density function (English)
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    1987
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    This paper addresses the problem of estimating the ``closest'' symmetric distribution or density function to the underlying distribution or density of a data sample, where closeness is measured by any of several (weighted) norms. The main results of the paper say that the ``closest'' symmetric distribution to the empirical distribution \(F_ n\) in various norms is of the form \[ \{F_ n(x)+1-F_ n((2\theta_ n-x)-)\}/2 \] for a suitable estimator \(\theta_ n\) of the ``best location of symmetry''. In the special cases of unweighted sup-norm and integrated square error norm, the explicit forms of the estimators \(\theta_ n\) are given. Analogous results are presented for closest symmetric densities.
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    weighted sup norm
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    weighted \(L_ p\) norm
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    Hellinger distance
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    symmetrical bootstrap
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    minimum distance
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    closest distributions
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    symmetric distribution
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    closeness
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    empirical distribution
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    best location of symmetry
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    unweighted sup-norm
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    integrated square error norm
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    closest symmetric densities
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