Search Results - subject:"Integrated squared error"

On estimating distribution functions using Bernstein polynomials

Leblanc, Alexandre - In: Annals of the Institute of Statistical Mathematics 64 (2012) 5, pp. 919-943

It is a known fact that some estimators of smooth distribution functions can outperform the empirical distribution function in terms of asymptotic (integrated) mean-squared error. In this paper, we show that this is also true of Bernstein polynomial estimators of distribution functions...

Persistent link: https://www.econbiz.de/10010593443

Varying kernel density estimation on R+

Mnatsakanov, Robert; Sarkisian, Khachatur - In: Statistics & Probability Letters 82 (2012) 7, pp. 1337-1345

, Mean Integrated Squared Error, and the L1-consistency are investigated. Simulation studies are conducted to compare a new …

Persistent link: https://www.econbiz.de/10011039877

Analysis of mutual funds' management styles: a modeling, ranking and visualizing approach

Conversano, Claudio; Vistocco, Domenico - In: Journal of Applied Statistics 37 (2010) 11, pp. 1825-1845

absolute error and the mean integrated squared error are computed to derive both a global ranking of mutual fund management …

Persistent link: https://www.econbiz.de/10008674958

Error reduction in density estimation under shape restrictions

Rychlik, Tomasz - 1999

weighted integrated squared error. We also describe the method of approximating the analogous projections onto the respective …

Persistent link: https://www.econbiz.de/10010310028

Error reduction in density estimation under shape restrictions

Rychlik, Tomasz - Sonderforschungsbereich 373, Quantifikation und … - 1999

weighted integrated squared error. We also describe the method of approximating the analogous projections onto the respective …

Persistent link: https://www.econbiz.de/10010956525

Product-type and presmoothed hazard rate estimators with censored data

Cao, Ricardo; López-de-Ullibarri, Ignacio - In: TEST: An Official Journal of the Spanish Society of … 16 (2007) 2, pp. 355-382

Persistent link: https://www.econbiz.de/10005613355

Iterative Density Estimation from Contaminated Observations

Hesse, Christian - In: Metrika 64 (2006) 2, pp. 151-165

Persistent link: https://www.econbiz.de/10005598719

Integrated squared error of kernel-type estimator of distribution function

Shirahata, Shingo; Chu, In-Sun - In: Annals of the Institute of Statistical Mathematics 44 (1992) 3, pp. 579-591

Persistent link: https://www.econbiz.de/10005760301

Kernel Density Estimation of Actuarial Loss Functions.

Bolance, Catalina; Guillen, Montserrat; Perch Nielsen, Jens - Ehrvervøkonomisk Institut, Institut for Økonomi - 2000

No abstract

Persistent link: https://www.econbiz.de/10005802158

Optimizing the smoothed bootstrap

Wang, Suojin - In: Annals of the Institute of Statistical Mathematics 47 (1995) 1, pp. 65-80

Persistent link: https://www.econbiz.de/10005616105