THE PERFORMANCE OF KERNEL DENSITY-FUNCTIONS IN KERNEL DISTRIBUTION FUNCTION ESTIMATION

被引：90

作者：

JONES, MC

机构：

来源：

STATISTICS & PROBABILITY LETTERS | 1990年 / 9卷 / 02期

关键词：

Canonical kernels; density estimation; distribution function estimation; optimal kernels; quantile estimation;

D O I：

10.1016/0167-7152(92)90006-Q

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. © 1990.

引用

页码：129 / 132

页数：4

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