A bias reducing technique in kernel distribution function estimation (Q2463670)
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scientific article; zbMATH DE number 5220062
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| English | A bias reducing technique in kernel distribution function estimation |
scientific article; zbMATH DE number 5220062 |
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A bias reducing technique in kernel distribution function estimation (English)
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16 December 2007
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A bias reducing technique in kernel distribution function estimation is studied by using a convex combination technique of skewed estimators. The proposed estimator reduces the bias from \(O(h^2)\) to \(O(h^4)\), where \(h\) is the bandwidth, while the variance remains at the same order as the kernel distribution function estimator. Numerical results, based on simulation studies, validate the obtained theoretical results.
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bandwidths
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bias
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convex combinations
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0.8419685363769531
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0.8374893069267273
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0.8371708989143372
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0.8186354041099548
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0.8141337633132935
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