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Author
Baszczyńska Aleksandra (University of Lodz, Poland)
Title
Kernel Estimation of Cumulative Distribution Function of a Random Variable with Bounded Support
Source
Statistics in Transition, 2016, vol. 17, nr 3, s. 541-556, tab., rys., bibliogr. s. 555-556
Keyword
Estymacja, Zmienne losowe, Estymacja nieparametryczna, Dobór próby badawczej
Estimation, Random variable, Nonparametric estimation, Selection of test methods
Note
summ.
Materiały z konferencji Multivariate Statistical Analysis 2015, Łódź
Abstract
In the paper methods of reducing the so-called boundary effects, which appear in the estimation of certain functional characteristics of a random variable with bounded support, are discussed. The methods of the cumulative distribution function estimation, in particular the kernel method, as well as the phenomenon of increased bias estimation in boundary region are presented. Using simulation methods, the properties of the modified kernel estimator of the distribution function are investigated and an attempt to compare the classical and the modified estimators is made. (original abstract)
Accessibility
The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
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Bibliography
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ISSN
1234-7655
Language
eng
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