Kernel distribution estimation for grouped data

被引:0
|
作者
Reyes, Miguel [1 ]
Francisco-Fernandez, Mario [2 ]
Cao, Ricardo [2 ]
Barreiro-Ures, Daniel [2 ]
机构
[1] Univ Americas Puebla, Dept Actuaria Fis & Matemat, Cholula, Mexico
[2] Univ A Coruna, ITMATI, CITIC, Fac Informat,Res Grp MODES,Dept Matemat, La Coruna, Spain
关键词
Bootstrap bandwidth; cumulative distribution function estimator; interval data; plug-in bandwidth; DENSITY-ESTIMATION; BANDWIDTH SELECTION;
D O I
10.2436/20.8080.02.88
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
Interval-grouped data appear when the observations are not obtained in continuous time, but monitored in periodical time instants. In this framework, a nonparametric kernel distribution estimator is proposed and studied. The asymptotic bias, variance and mean integrated squared error of the new approach are derived. From the asymptotic mean integrated squared error, a plug-in bandwidth is proposed. Additionally, a bootstrap selector to be used in this context is designed. Through a comprehensive simulation study, the behaviour of the estimator and the bandwidth selectors considering different scenarios of data grouping is shown. The performance of the different approaches is also illustrated with a real grouped emergence data set of Avena sterilis (wild oat).
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页码:259 / 287
页数:29
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