书目名称 | Statistical Inference Based on Kernel Distribution Function Estimators |
编辑 | Rizky Reza Fauzi,Yoshihiko Maesono |
视频video | |
概述 | Is a unique book for studies of kernel distribution estimators and their application to statistical inference.Provides basic tools to help enable the study of nonparametric inference.Uses many of the |
丛书名称 | SpringerBriefs in Statistics |
图书封面 |  |
描述 | .This book presents a study of statistical inferences based on the kernel-type estimators of distribution functions. The inferences involve matters such as quantile estimation, nonparametric tests, and mean residual life expectation, to name just some. Convergence rates for the kernel estimators of density functions are slower than ordinary parametric estimators, which have root-n consistency. If the appropriate kernel function is used, the kernel estimators of the distribution functions recover the root-n consistency, and the inferences based on kernel distribution estimators have root-n consistency. Further, the kernel-type estimator produces smooth estimation results. The estimators based on the empirical distribution function have discrete distribution, and the normal approximation cannot be improved—that is, the validity of the Edgeworth expansion cannot be proved. If the support of the population density function is bounded, there is a boundary problem, namely the estimator does not have consistency near the boundary. The book also contains a study of the mean squared errors of the estimators and the Edgeworth expansion for quantile estimators.. |
出版日期 | Book 2023 |
关键词 | Nonparametric Inference; Kernel Type Estimator; Distribution Function; Mean Squared Error; Quantile Esti |
版次 | 1 |
doi | https://doi.org/10.1007/978-981-99-1862-1 |
isbn_softcover | 978-981-99-1861-4 |
isbn_ebook | 978-981-99-1862-1Series ISSN 2191-544X Series E-ISSN 2191-5458 |
issn_series | 2191-544X |
copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Singapor |