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Some extensions of the asymptotics of a kernel estimator of a distribution function

โœ Scribed by Yongzhao Shao; Xiaojing Xiang

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
254 KB
Volume
34
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

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 function, even at points where the density is unbounded or has zero derivative. Asymptotic optimal bandwidths are obtained.

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