Varying kernel density estimation on ℝ+

Details

• Alternative Title:
  Stat Probab Lett
• Personal Author:
  Mnatsakanov, Robert ; Sarkisian, Khachatur
• Description:
  In this article a new nonparametric density estimator based on the sequence of asymmetric kernels is proposed. This method is natural when estimating an unknown density function of a positive random variable. The rates of Mean Squared Error, Mean Integrated Squared Error, and the L 1-consistency are investigated. Simulation studies are conducted to compare a new estimator and its modified version with traditional kernel density construction.
• Subjects:
  Article L1-consistency Mean Integrated Squared Error Mean Squared Error Varying Kernel Density Estimator δ-sequence
• Source:
  Stat Probab Lett. 82(7):1337-1345.
• Pubmed ID:
  26740729
• Pubmed Central ID:
  PMC4699449
• Document Type:
  Journal Article
• Funding:
  CC999999/Intramural CDC HHS/United States
• Volume:
  82
• Issue:
  7
• Collection(s):
  CDC Public Access
• Main Document Checksum:
  urn:sha256:c4c56a121d4985adcaf21ac62b4beaa61cf11e3ddeecf12f020fb0e10b327d38
• Download URL:
  https://stacks.cdc.gov/view/cdc/37427/cdc_37427_DS1.pdf
• File Type:
  [PDF - 1.12 MB ]