The Kernel Density Estimation of Nonparametric Model
Four nonparametric estimates of a density function are investigated. Two model estimates are defined from a global kernel estimate, while the other two are defined from a global kernel estimate of the first derivative of the density function. We show that each of these model estimates attains the same rate of convergence as the usual sample model. Then, Monte-Carlo simulations illustrate on finite samples the utility of the method based on the local estimate of the first derivative.
Density Derivative Estimation Kernel Estimate
Jifu Nong
College of Mathematics and Computer Science, Guangxi University for Nationalities, Nanning 530006
国际会议
2009年中国控制与决策会议(2009 Chinese Control and Decision Conference)
广西桂林
英文
1173-1177
2009-06-17（万方平台首次上网日期，不代表论文的发表时间）