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Correction locale de l'estimateur à noyau de la densité d'une loi de probabilité
Author(s) -
Abdous Belkacem,
Berlin ÈT Alain
Publication year - 1994
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315591
Subject(s) - estimator , mathematics , kernel density estimation , kernel (algebra) , statistics , econometrics , discrete mathematics
Abstract The standard Parzen‐Rosenblatt kernel density estimator is known to systematically deviate from the true value near critical points of the density curve. To overcome this difficulty, we extend the Rao‐Blackwell method by using locally sufficient statistics: we define a new estimator and study its asymptotic behaviour. The interest of the method is shown by means of simulations.