Estimation of a symmetric density function
Estimation of a symmetric density function
复制标题
对称密度函数的估计
DOI：
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发表时间：
1985
期刊：
影响因子：
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通讯作者：
C. Eeden
中科院分区：
文献类型：
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作者：
C. Kraft;Y. Lepage;C. Eeden
给出了对称密度函数估计的一些结果。对于对称点θ已知的情况，证明了对称化核估计量与非对称化核估计量在两倍观测量下的估计量是一样好的。如果估计的密度是正态密度，θ是由样本均值估计的，则这个结果仍然成立。对于θ由样本中值估计的情形，给出了几种密度和样本容量下的Monte Carlo结果.
Some results on the estimation of a symmetric density function are given. For the case when the point of symmetry, θ, is known it is shown that a symmetrized kernel estimator is, as measured by MISE, approximately as good as a non-symmetrized one based on twice as many observations. This result remains ’true if the estimated density is a normal one and θ is estimated by the sample mean. Some Monte Carlo results for several densities and sample sizes are given for the case when θ is estimated by the sample median.