The performance of kernel density functions in kernel distribution function estimation

Jones, M. C. (1990). The performance of kernel density functions in kernel distribution function estimation. Statistics and Probability Letters, 9(2), pp. 129–132.

DOI (Digital Object Identifier) Link:	http://dx.doi.org/doi:10.1016/0167-7152(92)90006-Q
Google Scholar:	Look up in Google Scholar

Abstract

We note that the uniform is the optimal kernel density for kernel estimation of the distribution function, or its inverse, and that several other popular kernel densities perform virtually as well. Parallels with the kernel density estimation case are made.

Item Type:	Journal Article
Copyright Holders:	1990 Elsevier Science B.V.
ISSN:	0167-7152
Keywords:	canonical kernels; density estimation; distribution function estimation; optimal kernels; quantile estimation
Academic Unit/Department:	Mathematics, Computing and Technology > Mathematics and Statistics
Item ID:	28324
Depositing User:	Sarah Frain
Date Deposited:	16 Mar 2011 15:40
Last Modified:	17 Mar 2011 11:52
URI:	http://oro.open.ac.uk/id/eprint/28324

Actions (login may be required)

	View Item
RDF+XMLBibTeXRDF+N-TriplesJSONDublin CoreAtomOAI-ORE Resource Map (Atom Format)Simple MetadataReferMETSOAI-ORE Resource Map (RDF Format)HTML CitationASCII CitationMultiline CSVRefMan RIS Format (UTF-8)OpenURL ContextObjectEndNoteMODSOpenURL ContextObject in SpanMPEG-21 DIDLEP3 XMLRefMan RIS FormatRDF+N3Eprints Application Profile	Public: Report issue / request change