Smooth Distribution Function Estimation for Lifetime Distributions using Szasz-Mirakyan Operators

DOI10.1007/S10463-020-00783-YMaRDI QIDQ6341087arXivFDO

Authors Ariane Hanebeck, Bernhard Klar

Publication date 20 May 2020

Published in arXiv

Full work available at URL https://doi.org/10.1007/S10463-020-00783-Y

Mathematics Subject Classification ID

Statistics (62-XX)

arXiv classification

math.STstat.MEstat.TH

Abstract: In this paper, we introduce a new smooth estimator for continuous distribution functions on the positive real half-line using Szasz-Mirakyan operators, similar to Bernstein's approximation theorem. We show that the proposed estimator outperforms the empirical distribution function in terms of asymptotic (integrated) mean-squared error, and generally compares favourably with other competitors in theoretical comparisons. Also, we conduct the simulations to demonstrate the finite sample performance of the proposed estimator.

This page was built for publication: Smooth Distribution Function Estimation for Lifetime Distributions using Szasz-Mirakyan Operators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6341087)