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Statistical Inference Based on Kernel Distribution Function Estimators / by Rizky Reza Fauzi, Yoshihiko Maesono.
Springer Nature - Springer Mathematics and Statistics eBooks 2023 English International Available online
View online- Format:
- Book
- Author/Creator:
- Fauzi, Rizky Reza.
- Series:
- JSS Research Series in Statistics, 2364-0065
- Language:
- English
- Subjects (All):
- Statistics.
- Nonparametric statistics.
- Mathematical statistics.
- Statistical Theory and Methods.
- Applied Statistics.
- Non-parametric Inference.
- Mathematical Statistics.
- Local Subjects:
- Statistical Theory and Methods.
- Applied Statistics.
- Non-parametric Inference.
- Mathematical Statistics.
- Physical Description:
- 1 online resource (103 pages)
- Edition:
- 1st ed. 2023.
- Place of Publication:
- Singapore : Springer Nature Singapore : Imprint: Springer, 2023.
- Summary:
- 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.
- Contents:
- Kernel density estimator
- Kernel distribution estimator
- Quantile estimation
- Nonparametric tests
- Mean residual life estimator.
- Other Format:
- Print version: Fauzi, Rizky Reza Statistical Inference Based on Kernel Distribution Function Estimators
- ISBN:
- 9789819918621
- 9819918626
- OCLC:
- 1381093904
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