Asymptotic properties of minimum distance density estimators

Kód výsledku v 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>
Výsledek na webu
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DOI - Digital Object Identifier
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Jazyk výsledku
angličtina
Název v původním jazyce
Asymptotic properties of minimum distance density estimators
Popis výsledku v původním jazyce
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.
Název v anglickém jazyce
Asymptotic properties of minimum distance density estimators
Popis výsledku anglicky
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.

Druh
J<sub>x</sub> - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
CEP obor
BA - Obecná matematika
OECD FORD obor
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Rok uplatnění
2009
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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