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: https://doi.org/10.1016/0167-7152(92)90006-Q

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.

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About

• Item ORO ID
• 28324
• Item Type
• Journal Item
• ISSN
• 0167-7152
• Keywords
• canonical kernels; density estimation; distribution function estimation; optimal kernels; quantile estimation
• Academic Unit or School
• Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
  Faculty of Science, Technology, Engineering and Mathematics (STEM)
• Copyright Holders
• © 1990 Elsevier Science B.V.
• Depositing User
• Sarah Frain