Trimmed jackknife kernel estimate for the probability density function

1991 ◽  
Vol 12 (1) ◽  
pp. 19-26 ◽  
Author(s):  
Jagdish S. Rustagi ◽  
Walfredo R. Javier ◽  
Jose S. Victoria
Keyword(s):  
Probability Density Function ◽  
Probability Density ◽  
Density Function ◽  
Kernel Estimate

On Estimation of a Functional of a Probability Density Function

1993 ◽  
Vol 43 (1-2) ◽  
pp. 13-24
Author(s):  
L. O. Odongo ◽  
M. Samanta
Keyword(s):  
Probability Density Function ◽  
Probability Density ◽  
Density Function ◽  
Mean Square Error ◽  
Regularity Conditions ◽  
Mean Square ◽  
Simulation Studies ◽  
Kernel Estimate ◽  
Primary 62G07 ◽  
The Mean

The problem of estimating the integral of the square of a probability density function is considered, It is shown that under some regularity conditions the kernel estimate of this functional is asymptotically normally distributed. An expression for the smoothing parameter that minimizes the mean square error of the estimate is derived. Results of simulation studies are included. AMS (1980) Subject Classification: Primary 62G07 Secondary 60FOS.

Sign in / Sign up

Export Citation Format

Share Document