Please use this identifier to cite or link to this item: http://hdl.handle.net/10316/43975
DC FieldValueLanguage
dc.contributor.authorTenreiro, Carlos-
dc.date.accessioned2017-10-17T22:45:22Z-
dc.date.available2017-10-17T22:45:22Z-
dc.date.issued2013-
dc.identifier.urihttp://hdl.handle.net/10316/43975-
dc.description.abstractBoundary effects for kernel estimators of curves with compact supports are well known in regression and density estimation frameworks. In this paper we address the use of boundary kernels for distribution function estimation. We establish the Chung-Smirnov law of iterated logarithm and an asymptotic expansion for the mean integrated squared error of the proposed estimator. These results show the superior theoretical performance of the boundary modified kernel estimator over the classical kernel estimator for distribution functions that are not smooth at the extreme points of the distribution support. The automatic selection of the bandwidth is also briefly discussed in this paper. Beta reference distribution and cross-validation bandwidth selectors are considered. Simulations suggest that the cross-validation bandwidth performs well, although the simpler reference distribution bandwidth is quite effective for the generality of test distributions.por
dc.language.isoengpor
dc.relationPEst-C/MAT/UI 0324/2011por
dc.rightsopenAccesspor
dc.titleBoundary kernels for distribution function estimationpor
dc.typearticle-
degois.publication.firstPage169por
degois.publication.lastPage190por
degois.publication.titleREVSTAT Statistical Journalpor
dc.relation.publisherversionhttps://www.ine.pt/revstat/pdf/rs130203.pdfpor
dc.peerreviewedyespor
degois.publication.volume11por
uc.controloAutoridadeSim-
item.fulltextCom Texto completo-
item.languageiso639-1en-
item.grantfulltextopen-
crisitem.author.deptFaculty of Sciences and Technology-
crisitem.author.parentdeptUniversity of Coimbra-
crisitem.author.researchunitCMUC - Centre for Mathematics of the University of Coimbra-
crisitem.author.orcid0000-0002-5495-6644-
Appears in Collections:I&D CMUC - Artigos em Revistas Internacionais
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