A continuous estimator of a distribution function that reproduces the empirical moments

DOI10.1080/03610929308831125zbMath0785.62037OpenAlexW2085087333MaRDI QIDQ4275725

Jacques F. Carriere

Publication date: 20 January 1994

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929308831125

zbMATH Keywords

central limit theoremasymptotic consistencyempirical distributioncontinuous distributionempirical momentsmoment-type estimatormixtures of lognormal distributionssemi- parametric estimatorspecified number of moments

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

Cites Work

• Unnamed Item
• The performance of kernel density functions in kernel distribution function estimation
• Approximation Theorems of Mathematical Statistics
• Mean intergrated squared error properties and optimal kernels when estimating a diatribution function
• Some New Estimates for Distribution Functions