Paper #422

Title:

A generalization of histogram type estimators

Authors:

Pedro Delicado and Manuel del Río

Date:

October 1999

Abstract:

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.

Keywords:

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

JEL codes:

C13, C14

Area of Research:

Statistics, Econometrics and Quantitative Methods

Published in:

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

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