A generalization of histogram type estimators

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.

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Year of publication:	1999-10
Authors:	Delicado, Pedro ; Río, Manuel del
Institutions:	Department of Economics and Business, Universitat Pompeu Fabra
Subject:	Convolution \| frequency polygon \| nonparametric density estimation \| smoothing techniques \| splines

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Extent:	application/pdf
Series:	Economics Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Classification:	C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005772564