Preadjusted non-parametric estimation of a conditional distribution function
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F14%3A10218301" target="_blank" >RIV/00216208:11320/14:10218301 - isvavai.cz</a>
Result on the web
<a href="http://onlinelibrary.wiley.com/doi/10.1111/rssb.12041/abstract" target="_blank" >http://onlinelibrary.wiley.com/doi/10.1111/rssb.12041/abstract</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1111/rssb.12041" target="_blank" >10.1111/rssb.12041</a>
Alternative languages
Result language
angličtina
Original language name
Preadjusted non-parametric estimation of a conditional distribution function
Original language description
The paper deals with non-parametric estimation of a conditional distribution function. We suggest a method of preadjusting the original observations non-parametrically through location and scale, to reduce the bias of the estimator. We derive the asymptotic properties of the estimator proposed. A simulation study investigating the finite sample performances of the estimators discussed is provided and reveals the gain that can be achieved. It is also shown how the idea of the preadjusting opens the pathto improved estimators in other settings such as conditional quantile and density estimation, and conditional survival function estimation in the case of censored data.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GPP201%2F11%2FP290" target="_blank" >GPP201/11/P290: Methods of statistical inference based on a distance matrix</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Journal of the Royal Statistical Society. Series B: Statistical Methodology
ISSN
1369-7412
e-ISSN
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Volume of the periodical
76
Issue of the periodical within the volume
2
Country of publishing house
GB - UNITED KINGDOM
Number of pages
40
Pages from-to
399-438
UT code for WoS article
000331369500004
EID of the result in the Scopus database
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