Estimation of location and scale parameters based on kernel functional estimators. (English) Zbl 1414.62067
Hunter, David R. (ed.) et al., Nonparametric statistics and mixture models. A Festschrift in honor Thomas P. Hettmannsperger. Most papers based on the presentations at the conference, University Park, PA, USA, May 23–24, 2008. Hackensack, NJ: World Scientific. 1-14 (2011).
Summary: In this paper we present new estimators of location and scale parameters that are constructed based on kernel estimators of the distribution functionals. We investigate the asymptotic behavior of the estimators under different sets of weak moment conditions and we devise a simple method to obtain the optimal bandwidth for the kernel function. The theoretical results are supported by a simulation study of the estimators’ small sample performance.
For the entire collection see [Zbl 1234.62025].
For the entire collection see [Zbl 1234.62025].
MSC:
| 62F10 | Point estimation |
| 62F12 | Asymptotic properties of parametric estimators |
| 62G07 | Density estimation |
