Smooth conditional distribution estimators using Bernstein polynomials
Mohamed Belalia,
Taoufik Bouezmarni and
Alexandre Leblanc
Computational Statistics & Data Analysis, 2017, vol. 111, issue C, 166-182
Abstract:
In a variety of statistical problems, estimation of the conditional distribution function remains a challenge. To this end, a two-stage Bernstein estimator for conditional distribution functions is introduced. The method consists in smoothing a first-stage Nadaraya–Watson or local linear estimator by constructing its Bernstein polynomial. Some asymptotic properties of the proposed estimator are derived, such as its asymptotic bias, variance and mean squared error. The asymptotic normality of the estimator is also established under appropriate conditions of regularity. Lastly, the performance of the proposed estimator is briefly studied through a few examples.
Keywords: Bernstein polynomials; Conditional distribution estimation; Mean squared error; Asymptotic properties (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167947317300257
Full text for ScienceDirect subscribers only.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:111:y:2017:i:c:p:166-182
DOI: 10.1016/j.csda.2017.02.005
Access Statistics for this article
Computational Statistics & Data Analysis is currently edited by S.P. Azen
More articles in Computational Statistics & Data Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().