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A new method for estimating derivatives based on a distribution approach

✍ Scribed by Nathalie Verdière, Lilianne Denis-Vidal, Ghislaine Joly-Blanchard

Book ID
118807607
Publisher
Springer US
Year
2012
Tongue
English
Weight
473 KB
Volume
61
Category
Article
ISSN
1017-1398

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This paper presents a method of nonparametric distribution estimation based on a sample level-crossing function, which leads to the construction of a level-crossing empirical distribution function (LCEDF). An e ciency function for this LCEDF relative to the classical empirical distribution function