Mean intergrated squared error properties and optimal kernels when estimating a diatribution function |
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Authors: | Jan W.H. Swanepoel |
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Affiliation: | Department of Statistics and Operation Research , Potchefstroom University for CHE , Potchefstroom, CHE, 2520, South Africa |
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Abstract: | Let X1,X2,… Xn be a sample of independent identically distributed (i.i.d)random variables having an unknown absolutely continuous distribution function f with density f the twofold aim of his paper consists in, firstly deriving asymptotic expressions of the mean intergrated squared error (MISE) of a kernel estimator of F when f is either assumed to be continuous everywhere or problem of finding optimal kernels in these two cases is studied in detail. |
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Keywords: | nonparametric distribution function estimators mean integrated squared error kernel function |
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