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Publication Details
AFRICAN RESEARCH NEXUS
SHINING A SPOTLIGHT ON AFRICAN RESEARCH
decision sciences
Preadjusted non-parametric estimation of a conditional distribution function
Journal of the Royal Statistical Society. Series B: Statistical Methodology, Volume 76, No. 2, Year 2014
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Description
Summary: The paper deals with non-parametric estimation of a conditional distribution function. We suggest a method of preadjusting the original observations non-parametrically through location and scale, to reduce the bias of the estimator. We derive the asymptotic properties of the estimator proposed. A simulation study investigating the finite sample performances of the estimators discussed is provided and reveals the gain that can be achieved. It is also shown how the idea of the preadjusting opens the path to improved estimators in other settings such as conditional quantile and density estimation, and conditional survival function estimation in the case of censored data. © 2013 Royal Statistical Society.
Authors & Co-Authors
Veraverbeke, Noël
Belgium, Hasselt
Universiteit Hasselt
South Africa, Potchefstroom
North-west University
Gijbels, Irène
Belgium, Leuven
Ku Leuven
Omelka, Marek
Czech Republic, Prague
Charles University
Statistics
Citations: 24
Authors: 3
Affiliations: 4
Identifiers
Doi:
10.1111/rssb.12041
ISSN:
13697412
e-ISSN:
14679868