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Some applications of the asymptotic distribution of likelihood functions to the asymptotic efficiency of estimates

โœ Scribed by George G. Roussas


Publisher
Springer
Year
1968
Tongue
English
Weight
448 KB
Volume
10
Category
Article
ISSN
1432-2064

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โœ Yongzhao Shao; Xiaojing Xiang ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 254 KB

The asymptotic results for a kernel estimator of a distribution function F [Azzalini (1981)] are extended. Under certain smoothness conditions on the quantile function, it is established that. a class of kernel estimators of F can achieve a smaller mean squared error than the empirical distribution