A bias reducing technique in kernel distribution function estimation

Choongrak Kim, Sungsoo Kim, Mira Park, Hakbae Lee

Research output: Contribution to journalArticle

6 Citations (Scopus)

Abstract

In this paper we suggest a bias reducing technique in kerneldistribution function estimation. In fact, it uses a convex combination of three kernel estimators, and it turned out that the bias has been reduced to the fourth power of the bandwidth, while the bias of the kernel distribution function estimator has the second power of the bandwidth. Also, the variance of the proposed estimator remains at the same order as the kernel distribution function estimator. Numerical results based on simulation studies show this phenomenon, too.

Original languageEnglish
Pages (from-to)589-601
Number of pages13
JournalComputational Statistics
Volume21
Issue number3-4
DOIs
Publication statusPublished - 2006 Dec 1

Fingerprint

Function Estimation
Kernel Function
Distribution functions
Distribution Function
Bandwidth
Estimator
Biquadrate
Kernel Estimator
Convex Combination
Simulation Study
Numerical Results
Kernel
Distribution function

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Computational Mathematics

Cite this

Kim, Choongrak ; Kim, Sungsoo ; Park, Mira ; Lee, Hakbae. / A bias reducing technique in kernel distribution function estimation. In: Computational Statistics. 2006 ; Vol. 21, No. 3-4. pp. 589-601.
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A bias reducing technique in kernel distribution function estimation. / Kim, Choongrak; Kim, Sungsoo; Park, Mira; Lee, Hakbae.

In: Computational Statistics, Vol. 21, No. 3-4, 01.12.2006, p. 589-601.

Research output: Contribution to journalArticle

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