Asymptotic properties of minimum distance density estimators

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F09%3A00164423" target="_blank" >RIV/68407700:21340/09:00164423 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Asymptotic properties of minimum distance density estimators

Original language description

This paper focuses on the minimum distance density estimate of probability density f on the real line. The rate of consistency of Kolmogorov estimate is known if the degree of variation is finite. The rate of consistency is studied under more general conditions. If our partial degree of variation is finite and some additional assumptions are fulfilled then the Kolmogorov, Lévy and discrepancy distance estimates are consistent of the order n^-1/2 in L1 -norm and also in the expected L1 -norm. Numerical simulations of these estimates are performed and graphs of consistency are presented.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BA - General mathematics

OECD FORD branch

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Project

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Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2009

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Forum Statisticum Slovacum

ISSN

1336-7420

e-ISSN

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Volume of the periodical

6

Issue of the periodical within the volume

7

Country of publishing house

SK - SLOVAKIA

Number of pages

6

Pages from-to

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UT code for WoS article

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EID of the result in the Scopus database

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