Kernel density estimation using weighted data

被引:29
作者
Guillamon, A [1 ]
Navarro, J [1 ]
Ruiz, JM [1 ]
机构
[1] Univ Murcia, Dept Matemat Aplicada & Estadist, E-30100 Murcia, Spain
关键词
least-square cross-validation; weighted distribution;
D O I
10.1080/03610929808832217
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper we compare the kernel density estimators proposed by Bhattacharyya et al. (1988) and Jones (1991) for length biased data, showing the asymptotic normality of the estimators. A method to construct a new estimator is proposed. Moreover, we extend these results to weighted data and we study an estimator for the weight function.
引用
收藏
页码:2123 / 2135
页数:13
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