A New Kernel Distribution Function Estimator Based on a Non‐parametric Transformation of the Data

DOI10.1111/j.1467-9469.2005.00472.xzbMath1091.62025OpenAlexW2069738958MaRDI QIDQ5467708

Francois C. Van Graan, Jan W. H. Swanepoel

Publication date: 24 May 2006

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

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2005.00472.x

zbMATH Keywords

asymptotic expansionMISEpre-transformation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (18)

Kernel based estimation of the distribution function for length biased data ⋮ Nonparametric Estimation of Mean Residual Life Function Using Scale Mixtures ⋮ Polygonal smoothing of the empirical distribution function ⋮ Asymptotic decompositions for numerical characteristics of the estimator of a mean residual life function ⋮ On estimating distribution functions using Bernstein polynomials ⋮ Nonparametric estimation of the cross ratio function ⋮ Methodology for nonparametric bias reduction in kernel regression estimation ⋮ Modeling threshold exceedance probabilities of spatially correlated time series ⋮ A nonparametric approach to calculating value-at-risk ⋮ Fourier methods for smooth distribution function estimation ⋮ Bias reduction in kernel density estimation ⋮ On large deviations of smoothed Kolmogorov-Smirnov's statistics ⋮ Modifying the kernel distribution function estimator towards reduced bias ⋮ Recovery of a quantile function from moments ⋮ Local Smoothing for Kernel Distribution Function Estimation ⋮ Two new nonparametric kernel distribution estimators based on a transformation of the data ⋮ Smooth estimation of circular cumulative distribution functions and quantiles ⋮ A general result on the uniform in bandwidth consistency of kernel-type function estimators

Cites Work

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• Chung--Smirnov property for perturbed empirical distribution functions
• The performance of kernel density functions in kernel distribution function estimation
• A note on limit theorems for perturbed empirical processes
• Bandwidth selection for kernel distribution function estimation
• Approximation Theorems of Mathematical Statistics
• Bandwith selection for the smoothing of distribution functions
• Some New Estimates for Distribution Functions

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