Mean intergrated squared error properties and optimal kernels when estimating a diatribution function
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Publication:3473163
DOI10.1080/03610928808829835zbMath0696.62174OpenAlexW2135846461MaRDI QIDQ3473163
Publication date: 1988
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928808829835
Related Items (21)
Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators ⋮ Note on the minimum mean integrated squared error of kernel estimates of a distribution function and its derivatives ⋮ A continuous estimator of a distribution function that reproduces the empirical moments ⋮ Polygonal smoothing of the empirical distribution function ⋮ Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators ⋮ Edgeworth expansions for nonparametric distribution estimation with applications ⋮ Nonparametric recursive method for moment generating function kernel-type estimators ⋮ Nonparametric estimator for mean residual life and vitality function ⋮ Boundary-free kernel-smoothed goodness-of-fit tests for data on general interval ⋮ Fourier methods for smooth distribution function estimation ⋮ A note on estimating cumulative distribution functions by the use of convolution power kernels ⋮ The performance of kernel density functions in kernel distribution function estimation ⋮ Weighted Hellinger distance as an error criterion for bandwidth selection in kernel estimation ⋮ On the asymptotic behaviour of the ISE for automatic kernel distribution estimators ⋮ Unnamed Item ⋮ Kernel distribution function estimation under the Koziol-Green model ⋮ Kernel Survival Function Estimation Based on Doubly Censored Data ⋮ Multistage plug—in bandwidth selection for kernel distribution function estimates ⋮ The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator ⋮ Two new nonparametric kernel distribution estimators based on a transformation of the data ⋮ Symmetric smoothed bootstrap methods for ranked set samples
Cites Work
- Mean integrated squared error of kernel estimators when the density and its derivative are not necessarily continuous
- Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
- Optimal kernels when estimating non-smooth densities
- Strong uniform consistency of integrals of density estimators
- Convergence rate of perturbed empirical distribution functions
- Some New Estimates for Distribution Functions
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