The performance of kernel density functions in kernel distribution function estimation

We note that the uniform is the optimal kernel density for kernel estimation of the distribution function, or its inverse, and that several other popular kernel densities perform virtually as well. Parallels with the kernel density estimation case are made.

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Year of publication:	1990
Authors:	Jones, M. C.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 9.1990, 2, p. 129-132
Publisher:	Elsevier
Keywords:	Canonical kernels density estimation distribution function estimation optimal kernels quantile estimation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313848