Kernel estimation of multivariate cumulative distribution function

DOI10.1080/10485250802326391zbMath1154.62028OpenAlexW1995783596WikidataQ61865768 ScholiaQ61865768MaRDI QIDQ3548441

Rong Liu, Lijian Yang

Publication date: 12 December 2008

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250802326391

zbMATH Keywords

rate of convergencebandwidthkernelsurvival functionmean integrated squared errorGDPstrongly mixingBerry-Esseen boundunemployment rategold price returnsilver price return

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Related Items

Kernel based estimation of the distribution function for length biased data ⋮ Smooth Estimation of Error Distribution in Nonparametric Regression Under Long Memory ⋮ Smooth bootstrapping of copula functionals ⋮ Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves ⋮ Smooth simultaneous confidence bands for cumulative distribution functions ⋮ Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function ⋮ Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation ⋮ On estimating distribution functions using Bernstein polynomials ⋮ CDF and survival function estimation with infinite-order kernels ⋮ Fast multivariate empirical cumulative distribution function with connection to kernel density estimation ⋮ Distribution function estimation by constrained polynomial spline regression ⋮ Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band ⋮ A nonparametric method for producing isolines of bivariate exceedance probabilities ⋮ Unnamed Item ⋮ Unsupervised interaction-preserving discretization of multivariate data ⋮ A note on estimating cumulative distribution functions by the use of convolution power kernels ⋮ Simultaneous confidence bands for the distribution function of a finite population in stratified sampling ⋮ The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator ⋮ Mean estimation with data missing at random for functional covariables ⋮ Local Smoothing for Kernel Distribution Function Estimation ⋮ Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions

Cites Work

• Unnamed Item
• Rate of convergence in the central limit theorem for random variables with strong mixing
• Asymptotic normality of the kernel quantile estimator
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• On some global measures of the deviations of density function estimates
• Multivariate Bandwidth Selection for Local Linear Regression

This page was built for publication: Kernel estimation of multivariate cumulative distribution function