Paper #422

Títol:

A generalization of histogram type estimators

Autors:

Pedro Delicado i Manuel del Río

Data:

Octubre 1999

Resum:

We introduce simple nonparametric density estimators that generalize the classical histogram and frequency polygon. The new estimators are expressed as linear combination of density functions that are piecewise polynomials, where the coefficients are optimally chosen in order to minimize the integrated square error of the estimator. We establish the asymptotic behaviour of the proposed estimators, and study their performance in a simulation study.

Paraules clau:

Convolution, frequency polygon, nonparametric density estimation, smoothing techniques, splines

Codis JEL:

C13, C14

Àrea de Recerca:

Estadística, Econometria i Mètodes Quantitatius

Publicat a:

Journal of Nonparametric Statistics, 15 (1), 113-135, 2003

Descarregar el paper en format PDF