Paper #422

Título:

A generalization of histogram type estimators

Autores:

Pedro Delicado y Manuel del Río

Data:

Octubre 1999

Resumen:

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.

Palabras clave:

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

Códigos JEL:

C13, C14

Área de investigación:

Estadística, Econometría y Métodos Cuantitativos

Publicado en:

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

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