Statistical Inference Based on Kernel Distribution Function Estimators - Couverture souple

Fauzi, Rizky Reza; Maesono, Yoshihiko

 
9789819918614: Statistical Inference Based on Kernel Distribution Function Estimators
Couverture souple
ISBN 10 : 9819918618 ISBN 13 : 9789819918614
Editeur : Springer, 2023

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Rizky Reza Fauzi: His major field is mathematical statistics, and he got Ph.D. in 2020. He has good skill of mathematics and published 4 papers. He will be one of the leading researchers in Indonesia.

Yoshihiko Maesono: He published about 50 papers which study nonparametric inference. In the last 20 years, he has been studying kernel-type estimation and obtained new theoretical results, especially the methods based on kernel estimation of the distribution function.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer
Date d'édition
2023
Langue
anglais
ISBN 10 
9819918618
ISBN 13 
9789819918614
Reliure
Broché
Numéro d'édition
1
Nombre de pages
104
Coordonnées du fabricant
Springer Nature Customer Service Center GmbH
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Europaplatz 3,69115 Heidelberg, Germany
Heidelberg
69115
Allemagne

Autres éditions populaires du même titre

9789819918638: Statistical Inference Based on Kernel Distribution Function Estimators

Edition présentée

ISBN 10 :  9819918634 ISBN 13 :  9789819918638
Editeur : Springer, 2023
Couverture souple